protected override void OnDataPoint(Bars bars, double open, double high, double low, double close, DateTime time, long volume, bool isBar, double bid, double ask)
{
  // create a session iterator to keep track of session related information
  if(SessionIterator == null)
    SessionIterator = new SessionIterator(bars);

 
  // determine if the bars are in a new session
  bool isNewSession = SessionIterator.IsNewSession(time, isBar);

 
  if(isNewSession)
    SessionIterator.GetNextSession(time, isBar);
 
  // If bars are using "Break end of day", add a new bar for next session
  if(bars.IsResetOnNewTradingDay && isNewSession))
    AddBar(bars, open, high, low, close, time, volume);
  else
  {
    // do something with existing bar values
  }
}