protected override void OnMarketData(MarketDataEventArgs e)
{
Print(CurrentDayOHL().CurrentOpen[0]+" "+PriorDayOHLC().PriorClose[0]);
}
What I obtain (here I use instrument DIA as an example):
.
.
185,5 185,46
185,5 185,46
185,5 185,46
185,5 185,46
186,07 186,31
186,07 186,31
186,07 186,31
186,07 186,31
186,07 186,31
i.e. these prices suddenly change a few lines after running the code. What is interesting: only 186,07 and 186,31 are correct (that is: the first lines are incorrect).
What wrong am I doing?
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