I want to access the Bid / Ask volume from the 15 volumetric bar in progress. (barsType.Volumes[CurrentBar].GetBidVolumeForPrice(Low[0])
Using this code I believe I would return the volume value from the previous closed 15 minute bar.
I think I would have to use Calculate.OnEachTick instead of Calculate.OnBarClose to access the volume on the bar that is forming.
But I want the actual entry to be on the close of the shorter time frame bar.
Am I understanding this correctly and if so is there a way to accomplish this.
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