Is it a bug? TickVolume's return value is not correct.

PanagiotisCharalampous
26 Jul 2018, 09:40

Hi hideki,

Thanks for posting in our forum.  MarketSeries.TickVolume.Last(1) is equivalent to MarketSeries.TickVolume[MarketSeries.TickVolume.Count - 2]. See corrected code below.

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class TestTickVolume : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        protected override void OnStart()
        {
            // Put your initialization logic here
        }

        protected override void OnBar()
        {
            Print(MarketSeries.TickVolume[MarketSeries.TickVolume.Count - 2]);
            Print(MarketSeries.TickVolume.Last(1));
        }

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

Best Regards,

Panagiotis

hideki
26 Jul 2018, 16:40

Hi Panagiotis,

Thank you for responding and providing the sample code!

It's interesting. Becuase I verified: 

MarketSeries.Close[MarketSeries.Close.Count - 1] is equivalent to MarketSeries.Close.Last(1)

But as you mentioned here:

MarketSeries.TickVolume[MarketSeries.TickVolume.Count - 2] (the index is not "M.T.C-1" but "M.T.C-2") is equivalent to MarketSeries.TickVolume.Last(1)

May I ask why the "index" value should be different between in MarketSeries.Close and MarketSeries.TickVolume?

Thank you in advance.

PanagiotisCharalampous
27 Jul 2018, 09:38

Hi hideki,

The same logic applies for MarketSeries.Close. Check it with the code below

            Print(MarketSeries.TickVolume[MarketSeries.TickVolume.Count - 2]);
            Print(MarketSeries.TickVolume.Last(1));
            Print(MarketSeries.Close[MarketSeries.TickVolume.Count - 2]);
            Print(MarketSeries.Close.Last(1));

Best Regards,

Panagiotis

hideki
29 Jul 2018, 16:25

Hi Panagiotis,

Thank you! I really appreciate you providing the sample code.

I also verified by myself. Good learning for me.

It is very interesting. May I ask: what does "index" really mean?

MarketSeries.TickVolume.Count[index]

If index=[MarketSeries.TickVolume.Count-2], it means the TickVolume of last bar, but if index=[MarketSeries.TickVolume.Count-1] or index=[MarketSeries.TickVolume.Count], which bar's value will be outputed?

If you can provide more detail information, I would appreciate it!

Thank you in advance!

PanagiotisCharalampous
30 Jul 2018, 09:57

Ηι hideki,

index=[MarketSeries.TickVolume.Count-1] is the value of the last bar which is equal to MarketSeries.TickVolume.Last(0). index=[MarketSeries.TickVolume.Count] does not exist since indexing in C# starts from 0.

Let me know if this makes things clearer for you.

Best Regards,

Panagiotis