public double Execute(ISecurity sec, int barNum)
{
var qds = Buy ? sec.GetBuyQueue(0) : sec.GetSellQueue(0);
if (qds?.Count > 0 && Index >= 0 && qds.Count > Index)
{
var qd = qds[Index];
return(qd?.Price ?? 0.0);
}
return(0d);
}
public double Execute(ISecurity sec, int barNum)
{
if (NumberRows > 0)
{
var qds = Buy ? sec.GetBuyQueue(0) : sec.GetSellQueue(0);
if (qds?.Count > 0)
{
var cnt = qds.Count > NumberRows ? NumberRows : qds.Count;
double total = 0d;
for (int i = 0; i < cnt; i++)
{
var qd = qds[i];
total += qd.Quantity;
}
return(total);
}
}
return(0d);
}