for (int i = 0; i <= mBarSize; i++)
{
double mAskSide = Convert.ToDouble(barsType.Volumes[CurrentBar].GetAskVolumeForPrice(High[0] - (i * TickSize)));
double mBidSide = Convert.ToDouble(barsType.Volumes[CurrentBar].GetBidVolumeForPrice(High[0] - (i * TickSize)));
Print(mBidSide + " | " + mAskSide);
} // end for
Here is what that prints out:
Bid|Ask
*** | ***
0 | 1
6 | 22
6 | 22
6 | 22
6 | 22
10 | 8
10 | 8
10 | 8
10 | 8
9 | 0
9 | 0
9 | 0
9 | 0
10 | 16
10 | 16
10 | 16
10 | 16
28 | 24
28 | 24
28 | 24
28 | 24
12 | 1
12 | 1
12 | 1
12 | 1
So I get every level of the 32 tick bar instead of the 8 levels of the 4 tick grouped bar.
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