public void SimHighLow(RE.NewBarInfo info)
{
//innerBroker.SimHighLow(info);
foreach (var s in info.bars.Keys)
{
var bar = info.bars[s];
if (bar.Open - bar.Low <= bar.High - bar.Open)
{
tick(s, bar.Low, bar.PriceDateTime.AddMinutes(1));
tick(s, bar.High, bar.PriceDateTime.AddMinutes(2));
}
else
{
tick(s, bar.High, bar.PriceDateTime.AddMinutes(1));
tick(s, bar.Low, bar.PriceDateTime.AddMinutes(2));
}
}
}
public void SimOpen(RE.NewBarInfo info)
{
innerBroker.SimOpen(info);
}
public void SimClose(RE.NewBarInfo info)
{
innerBroker.SimBar(info);
}
public void SimBar(RE.NewBarInfo info)
{
// I think this should call SimClose, but I don't have a good test without TradeInsideBars set.
innerBroker.SimBar(info);
}