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Holds an array of DataSeries objects holding historical bar high prices. A DataSeries object is added to this array when calling the Add() method in a Custom Strategy. Its purpose is to provide access to the high prices of all Bars objects in a multi-instrument or multi-time frame strategy.


Property Value

An array of DataSeries objects.


Highs[int barSeriesIndex][int barsAgo]




protected override void Initialize()
    // Adds a 5-minute Bars object to the strategy and is automatically assigned
    // a Bars object index of 1 since the primary data the strategy is run against
    // set by the UI takes the index of 0.
    Add(Instrument, PeriodType.Minute, 5);

protected override void OnBarUpdate()
    // Compares the primary bar's high price to the 5-minute bar's high price
    if (Highs[0][0] > Highs[1][0])
         Print("The current bar's high price is greater");