Create request to PnF history type.



SYNTAX

public static HistoricalDataRequest GetPnFRequest (Instrument instrument,int period,DataType dataType,int size,int reversal,BarsAggregations style)



PARAMETERS


instrument — Instrument


Instrument for request.


period — int


Period of one base historical element.


dataType — DataType


Type of data source.


size — int


Size of one PnF box.


reversal — int


      New columns are placed to the right of the previous column and are only added once the price changes direction by more than a predefined reversal amount.



style — BarsAggregations


      Additional parameter define calculation method.

    

        

RETURN


            HistoricalDataRequest Returns a HistoricalDataRequest value representing the PnF history with selected parameters.






   

EXAMPLE

using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;

namespace GetPnFRequestExamples
{
     public class GetPnFRequestExamples : NETStrategy
     {
         public override void OnQuote()
         {
             Instrument inst = Instruments.Current;
             HistoricalData Hist = GetHistoricalData(HistoricalDataRequest.GetPnFRequest(inst, 1, DataType.Ask, 3, 0, BarsAggregations.ByHighLow));
         }
     }
}