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Hello defa0009,
Thank you for your post.
On each pass of OnBarUpdate, all loaded bars will be processed individually. So you can access the OHLC of the current bar processing by simply calling Close[0], Open[0], High[0], Low[0].
This would work best for an indicator running OnBarClose as all final OHLC values will be known at the time the bar closes.
If you are using OnEachTick or OnPriceChange you should instead use 1 bar ago instead of 0 bars ago to access the OHLC of the previously closed bar i.e. Close[1], Open[1], etc.
Please let us know if you have any further questions.
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