Is it necessary to set DateTimeSeries values in OnBarUpdate() after it is initialized already.
In other words:
If this is done already,
protected override void Initialize()
{
myDateTimeSeries = new DateTimeSeries(this); // "this" refers to the indicator, or strategy
// itself. This syncs the DateTimeSeries object
// to historical data bars
}
does one need the following to get correct timestamps for a bar?
protected override void OnBarUpdate()
{
// Store the current time
myDateTimeSeries.Set(DateTime.Now);
}
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