Holds an array of ISeries<double> objects holding historical bar weighted prices. An ISeries<double> object is added to this array when calling the AddDataSeries() method. Its purpose is to provide access to the weighted prices of all Bars objects in a multi-instrument or multi-time frame script.
An array of ISeries<double> objects.
Weighteds[int barSeriesIndex][int barsAgo]
protected override void OnStateChange()
if (State == State.Configure)
// 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.
AddDataSeries("AAPL", BarsPeriodType.Minute, 5);
protected override void OnBarUpdate()
// Compares the primary bar's weighted price to the 5-minute bar's weighted price
if (Weighteds > Weighteds)
Print("The primary bar's weighted price is greater");