If I have an indicator/strategy with CalculateOnBarsClose set to false, and I run that indicator/strategy such that there are multiple ticks per bar, what will happen if I update a DataSeries with DataSeries.Set() every time OnBarUpdate() is called? The documentation says that "Setting a value on a DataSeries object is automatically aligned to the current bar being evaluated" - does this imply that the last tick in a bar is what will be saved in the DataSeries, because all previous ticks will be overwritten?
Thanks in advance!
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