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Load historical ticks in array

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    Load historical ticks in array

    Hi! Is it possible to load historical ticks into array (for certain period of time)? I want to compare their "bids" and "times" by loop. Thanks in advance for answer!

    #2
    Hello,

    Yes this would be possible.

    For this I don't think I would recommend an array because you have more than 1 value to compare. Instead I would recommend a List so that you can combine multiple items into rows to loop through.

    Here is more documentation on Lists:http://msdn.microsoft.com/en-us/libr...v=vs.110).aspx

    This is a simple example of how you can create a list and add values and access the values.

    This adds the current bars values to the List and then once the CurrentBar is equal to the Count - 2 I allow it to loop through the list. You could change that to if(!Historical) if you want it to only process when realtime data comes in.

    Code:
    using System.Collections.Generic;
    
    private List<ListDefinition> newList = new List<ListDefinition>();
            public class ListDefinition
            {
                public double ClosePrice { get; set; }
                public double OpenPrice { get; set; }
                public double HighPrice { get; set; }
                public double LowPrice { get; set; }
            }
    
            protected override void OnBarUpdate()
            {
                newList.Add(new ListDefinition()
                {
                    ClosePrice = Close[0],
                    OpenPrice = Open[0],
                    HighPrice = High[0],
                    LowPrice = Low[0]
                });
    
                if (CurrentBar == Count - 2)
                {
                    foreach (ListDefinition item in newList)
                    {
                        Print(item.ClosePrice);
                    }
                }
             }
    Please let me know if I may be of additional assistance.
    JesseNinjaTrader Customer Service

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