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Holds an array of DataSeries objects holding historical bar weighted 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 weighted prices of all Bars objects in a multi-instrument or multi-time frame strategy.


Property Value

An array of DataSeries objects.


Weighteds[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 weighted price to the 5-minute bar's weighted price
    if (Weighteds[0][0] > Weighteds[1][0])
         Print("The current bar's weighted price is greater");