MarketSeries.WeightedClose?

Spotware
11 Jan 2016, 17:26

Dear Trader,

WeightedClose = (high + low + close * 2) / 4

lorddevil
11 Jan 2016, 20:41

Ok that's what I thought but then it must be a bug -> try using the MarketSeries.WeightedClose -> it is exactly the same as MarketSeries.Close!

Spotware
12 Jan 2016, 16:47

Dear Trader,

We tried to reproduce your issue without success. Could you please send us some full screenshots showing it and the code you used to reproduce it? 

It will be used only for troubleshooting processes.

lorddevil
12 Jan 2016, 18:09

Hmm all I do is taking the last MarketSeries Close and Weighted Close Value. E.g. on a EUR/USD M1 or M5 chart?

protected override void OnBar()
{
            Print("WC: {0}", MarketSeries.WeightedClose[MarketSeries.Close.Count - 1]);
            Print("C: {0}", MarketSeries.Close[MarketSeries.Close.Count - 1]);
}

Am I doing something wrong here - as both values are always the same.

lorddevil
12 Jan 2016, 18:13

Eeeek  I guess I just found the problem... if I am using the OnBar() - which is called every beginning of the candle, then the Close and Weighted Close is the same because it is not finished yet?

If so then sorry for the wrong report!!

lorddevil
12 Jan 2016, 23:36

RE:

lorddevil said:

Eeeek  I guess I just found the problem... if I am using the OnBar() - which is called every beginning of the candle, then the Close and Weighted Close is the same because it is not finished yet?

If so then sorry for the wrong report!!

Yeah sorry I now have a better understanding on how OnBar() works - so surely there can't be a weighted close on the start of a new candle ;) Sorry for taking your time!