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Load historical ticks in array
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Load historical ticks in array
Hi! Is it possible to load historical ticks into array (for certain period of time)? I want to compare their "bids" and "times" by loop. Thanks in advance for answer!Tags: None
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Hello,
Yes this would be possible.
For this I don't think I would recommend an array because you have more than 1 value to compare. Instead I would recommend a List so that you can combine multiple items into rows to loop through.
Here is more documentation on Lists:http://msdn.microsoft.com/en-us/libr...v=vs.110).aspx
This is a simple example of how you can create a list and add values and access the values.
This adds the current bars values to the List and then once the CurrentBar is equal to the Count - 2 I allow it to loop through the list. You could change that to if(!Historical) if you want it to only process when realtime data comes in.
Code:using System.Collections.Generic; private List<ListDefinition> newList = new List<ListDefinition>(); public class ListDefinition { public double ClosePrice { get; set; } public double OpenPrice { get; set; } public double HighPrice { get; set; } public double LowPrice { get; set; } } protected override void OnBarUpdate() { newList.Add(new ListDefinition() { ClosePrice = Close[0], OpenPrice = Open[0], HighPrice = High[0], LowPrice = Low[0] }); if (CurrentBar == Count - 2) { foreach (ListDefinition item in newList) { Print(item.ClosePrice); } } }
JesseNinjaTrader Customer Service
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