double todayClose = Closes[instrument][0];
I haven't been able to figure out what is triggering it. I think this is the relevant code block.
else if (State == State.Configure)
{
AddDataSeries("AAPL", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
AddDataSeries("AAP", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
AddDataSeries("AAL", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
AddDataSeries("A", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0 && CurrentBars[0] > 0)
{
foreach (var instrument in Instruments)
{
if (!previousCloses.ContainsKey(instrument))
{
previousCloses.Add(instrument, 0.0);
}
double todayClose = Closes[instrument][0];
double yesterdayClose = previousCloses[instrument];
Thanks for any help you can provide.
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