Volumes

Definition

Holds an array of ISeries\<double\> objects holding historical bar volumes. An ISeries\<double\> object is added to this array when calling the AddDataSeries() method. Its purpose is to provide access to the volumes of all Bars objects in a multi-instrument or multi-time frame script.

For working with Cryptocurrency instruments which report volume fractional, please use the VOL() indicator series, or store the volume for your script in a custom variable and convert alongside our VOL() indicator Instrument.MasterInstrument.InstrumentType == InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume((long)Volume[0]) : Volume[0]).

Property Value

An array of ISeries\<double\> objects.

Syntax

Volumes[int barSeriesIndex][int barsAgo]

Examples

protected override void OnStateChange()
{
     if (State == State.Configure)
     {
         // Adds a 5-minute Bars object to the strategy and is automatically assigned
         // a Bars object index of 1 since the primary data the strategy is run against
         // set by the UI takes the index of 0.
         AddDataSeries("AAPL", BarsPeriodType.Minute, 5);
     }
} 
protected override void OnBarUpdate()
{ 
     // Compares the primary bar's volume to the 5-minute bar's volume
     if (Volumes[0][0] > Volumes[1][0])
         Print("The primary bar's volume is greater");
}