/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (CurrentBar != lastBarSeen)
{
memGotNewBar();
lastBarSeen = CurrentBar;
if (ed != null)
{
prevUp = ed.UpTicks;
prevDn = ed.DnTicks;
for (double p = Low[0]; p <= High[0]; p += TickSize)
{
long upt; long dnt;
ed.getUpDnTicksAtPrice(TickSize, p, out upt, out dnt);
if (upt > 0)
{
memInsertDeltaUp(p, upt);
}
if (dnt > 0)
{
memInsertDeltaDn(p, dnt);
}
}
}
}
else
{
if (ed != null)
{
if (ed.UpTicks > prevUp)
{
memInsertDeltaUp(Close[0], ed.UpTicks - prevUp);
prevUp = ed.UpTicks;
}
if (ed.DnTicks > prevDn)
{
memInsertDeltaDn(Close[0], ed.DnTicks - prevDn);
prevDn = ed.DnTicks;
}
}
}
double totalUp, totalDn, currentUp, currentDn;
memPressureForBar(out totalUp, out currentUp, out totalDn, out currentDn);
if (compactForm)
{
if (totalUp > totalDn)
{
totalUp -= totalDn; totalDn = 0;
}
else
{
totalDn -= totalUp; totalUp = 0;
}
}
Buyers.Set(totalUp);
Sellers.Set(-totalDn);
BuyersThisBar.Set(currentUp);
SellersThisBar.Set(-currentDn);
}