Create request to Price Range history type.
SYNTAX
public static HistoricalDataRequest GetPriceRangeRequest (Instrument instrument,DataType dataType,int value)
PARAMETERS
instrument — Instrument
Instrument for request.
dataType — DataType
Type of data source.
value — int
The Price Range does not build new bar until prices value does not move up (or down) on specified amount.
RETURN
HistoricalDataRequest Returns a HistoricalDataRequest value representing the Price Range history with selected parameters.
EXAMPLE
using System; using System.Collections; using System.Collections.Generic; using System.Text; using System.Drawing; using PTLRuntime.NETScript; namespace GetPriceRangeRequestExamples { public class GetPriceRangeRequestExamples : NETStrategy { public override void OnQuote() { Instrument inst = Instruments.Current; HistoricalData Hist = GetHistoricalData(HistoricalDataRequest.GetPriceRangeRequest(inst, DataType.Bid, 5)); } } }