protected override void OnBarUpdate()
{
if (Bars == null)
{
return;
}
if (!BarsType.GetInstance(Bars.Period.Id).IsIntraday)
{
return;
}
if (Bars.Period.Id == PeriodType.Minute && Bars.Period.Value > _minutes / 2)
{
return;
}
if (!_isLoaded && !_isInit)
{
_isInit = true;
_intradayBars = Bars.GetBars(Bars.Instrument, new Period(PeriodType.Minute, _minutes, MarketDataType.Last), Bars.From, Bars.To, (Session)Bars.Session.Clone(), Bars.SplitAdjust, Bars.DividendAdjust);
_existsHistHourlyData = (_intradayBars.Count <= 1) ? false : true;
_isInit = false;
_isLoaded = true;
}
if (!_existsHistHourlyData)
{
return;
}
DateTime intradayBarTime = Time[0].AddMinutes(-_minutes);
IBar intradayBar = _intradayBars.Get(_intradayBars.GetBar(intradayBarTime));
double high = intradayBar.High;
double low = intradayBar.Low;
double close = intradayBar.Close;
Hpp.Set((high + low + close) / 3);
Hs1.Set(2 * Hpp[0] - high);
Hr1.Set(2 * Hpp[0] - low);
Hs2.Set(Hpp[0] - (high - low));
Hr2.Set(Hpp[0] + (high - low));
}
