historical Ask/Bid prices in the calculate event of an indicator
historical Ask/Bid prices in the calculate event of an indicator
26 Jun 2020, 16:23
Is there a way (other than backtesting and saving to disk) to get historical Ask/Bid prices (that were valid on the time of the tick causing the calculate event to fire) in the calculate event on of an indicator?
Replies
genappsforex
26 Jun 2020, 16:35
RE:
@PanagiotisCharalampous
I looked at that but could not see a way to align the tick to the chart (not date/time in a tick) Sorry so my question should be altered to:
Is there a way (other than backtesting and saving to disk) to get historical Ask/Bid prices (that were valid on the time of the tick causing the calculate event to fire) in the calculate event on of an indicator?
@genappsforex
PanagiotisCharalampous
26 Jun 2020, 16:41
Hi genappsforex,
Tick has a Time property. Use that to find the relevant tick at the time you need it.
Best Regards,
Panagiotis
@PanagiotisCharalampous
genappsforex
26 Jun 2020, 17:48
RE:
How could i've overseen that !
Thanks.
btw a GetIndexByTime method would be nice there.
@genappsforex
PanagiotisCharalampous
26 Jun 2020, 16:25
Hi genappsforex,
Check GetTicks() method.
Best Regards,
Panagiotis
Join us on Telegram
@PanagiotisCharalampous