True ranged price of required Historical element.
SYNTAX
public double TrueRange (int offset)
PARAMETERS
offset — int
RETURN
double Returns a double value representing the true ranged price of the required Historical element.
EXAMPLE
using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;
namespace TrueRangeExamples
{
public class TrueRangeExamples : NETStrategy
{
public override void OnQuote()
{
Instrument inst = Instruments.GetInstrument("/ES[U4]");
BarData Bars = GetHistoricalData(new HistoricalDataRequest(inst,Period.Min)) as BarData;
if(Bars!=null)
{
Print(Bars.TrueRange(1));
}
}
}
}