private DayBar CreateDayBar(HitTicker hitTicker) { var dayBar = new DayBar(hitTicker.Symbol, hitTicker.Timestamp); if (hitTicker.Last.HasValue && hitTicker.Open.HasValue) { dayBar.Change = (double)(hitTicker.Last - hitTicker.Open); dayBar.ChangePercentage = (double)((hitTicker.Last - hitTicker.Open) / hitTicker.Open) * 100; dayBar.Open = (double)hitTicker.Open; } if (hitTicker.High.HasValue) { dayBar.High = (double)hitTicker.High; } if (hitTicker.Low.HasValue) { dayBar.Low = (double)hitTicker.Low; } if (hitTicker.Volume.HasValue) { dayBar.Volume = (double)hitTicker.Volume; } return(dayBar); }
private static void Symbol_NewDayBar(Symbol symbol, DayBar dayBar) { // Get data from day bar double open = dayBar.Open; double high = dayBar.High; double low = dayBar.Low; double prevClose = dayBar.PreviousClose; // Or get data from symbol object open = symbol.Open; high = symbol.High; low = symbol.Low; prevClose = symbol.PrevClose; }