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open [0] intra tick or bar
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open [0] intra tick or bar
i have a strategy that states in a group open [0] greater than bollinger line low and open [0] less than bollinger line high as one of my conditions. i have the strategy updating on tick update. but its a 15 minute time frame. does the open [0] pertain to the 15 minute candle that's active at the moment it opened (is what i want) or the intra bar of the 15 minute candle like the way close [0] is intra bar.Tags: None
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Hello SteveReiza,
Thank you for your post.
Open[0] will always be the opening price of the current bar. Since you are using Calculate.OnEachTick, Open[0] is the opening price of the currently forming bar.
Only the Close, High and Low values change as the price changes in the currently forming bar until it closes.
Please let us know if you have any further questions.
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