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 Post subject: Bug in barfactory
PostPosted: Mon Oct 28, 2019 6:51 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 236
BarFactory.Add(instrument1, BarType.Time, 60, BarInput.Middle)

results in bar.Volume not being miscalculated. It should still be the same as

BarFactory.Add(instrument1, BarType.Time, 60, BarInput.Trade)


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 Post subject: Re: Bug in barfactory
PostPosted: Tue Oct 29, 2019 9:48 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 564
azuric wrote:
BarFactory.Add(instrument1, BarType.Time, 60, BarInput.Middle)

results in bar.Volume not being miscalculated. It should still be the same as

BarFactory.Add(instrument1, BarType.Time, 60, BarInput.Trade)

Hi,
Middle means that bar will be created using (bid+ask)/2, so volumes will be different versus bars from trades.


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