I think the price type should be an extensible class. As is we are subjected to Meadian, C, H, L, O, and a couple of others. But how about if you have a nice indicator you want to test with say Jurik AMA. There are quite a few adaptive moving averages/filters nowadays that work very well with some indicators; but it is a pain to program and test for the one you may be interested in... So, the best way is to make that extensible just like the indicators, that way one just adds it and test whatever one wants.
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