
Note this is for a FOREX instrument (hence the Ask & Bid series being added)
Example snippet...
protected override void Initialize() {
CalculateOnBarClose = false;
ExitOnClose = false;
TraceOrders = true;
BarsRequired = 10;
Add(Instrument.FullName.ToString(), PeriodType.Minute, 60, MarketDataType.Ask); // BarsInProgress index = 1 DAILY
Add(Instrument.FullName.ToString(), PeriodType.Minute, 1, MarketDataType.Ask); // BarsInProgress index = 2 Long
Add(Instrument.FullName.ToString(), PeriodType.Minute, 1, MarketDataType.Bid); // BarsInProgress index = 3 Sell
RealtimeErrorHandling = RealtimeErrorHandling.TakeNoAction;
}
protected override void OnBarUpdate() {
if (BarsInProgress==2 && CurrentBars[2]>60) {
Log("R1: "+Pivots(PivotRange.Daily,HLCCalculationMode.DailyBars,0,0,0,20).R1[0].ToString(), NinjaTrader.Cbi.LogLevel.Information);
}
}

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