Weighteds

Definition

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

Property Value

An array of ISeries<double> objects.

Syntax

Weighteds[int barSeriesIndex][int barsAgo]

Examples

1 protected override void OnStateChange()  
2 {  
3     if (State == State.Configure)  
4     {  
5         // Adds a 5-minute Bars object to the strategy and is automatically assigned  
6         // a Bars object index of 1 since the primary data the strategy is run against  
7         // set by the UI takes the index of 0.  
8         AddDataSeries("AAPL", BarsPeriodType.Minute, 5);  
9     }  
10 }  
11    
12 protected override void OnBarUpdate()  
13 {  
14     // Compares the primary bar's weighted price to the 5-minute bar's weighted price  
15     if (Weighteds[0][0] > Weighteds[1][0])  
16         Print("The primary bar's weighted price is greater");  
17 }