Question. When OnBarClose() is called, are we still 'in' the bar that just closed or have we moved onto the next (new) bar for the purposes of indexing of data points.
For example, it's just struck 16:00. And the OnBarClose() method of 5 min bars has been called because the 15:55 bar has just ended. IF I now look at Open[0] will I be looking at the open of the 15:55 bar or the open of the new and in progress 16:00 bar...?
Many Thanks
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