What I really want to indicate is the highest value of the blockcountrate for a one minute bar.
How do I avoid the blockcountrate decrementing? What happens is in the beginning of a bar is when I typically see large blocks traded. Then as the ticks keep coming in, the blockcountrate goes down because the trades for these ticks are less then the large block setting I'm using. I have tried creating a dataseries of the blockcountrate then using MAX and HighestBar but no luck, won't compile.
if (e.MarketDataType == MarketDataType.Last && e.Volume >= 6)
{
blockcount++ ;
blockcountrate = blockcount / Bars.TickCount;
}
Thanks for any help. I've spent a couple hours trying to avoid the decrementing, so now I'm reaching out !
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