/// <summary> /// need a tick to start the bar /// </summary> public OHLC(Tick tck) { High = Low = Open = Close = tck; updateStats(tck); }
/// <summary> /// update count, volume and pxVol /// </summary> /// <param name="tck"></param> void updateStats(Tick tck) { Count++; Volume += tck.Quantity; PxVol += tck.PxVol; }