Volumes

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Volumes

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Definition

Holds an array of ISeries<double> objects holding historical bar volumes. An ISeries<double> object is added to this array when calling the AddDataSeries() method. Its purpose is to provide access to the volumes of all Bars objects in a multi-instrument or multi-time frame script.

 

Note:    For working with Cryptocurrency instruments which report volume fractional, please use the VOL() indicator series, or store the volume for your script in a custom variable and convert alongside our VOL() indicator (Instrument.MasterInstrument.InstrumentType == InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume((long)Volume[0]) : Volume[0]).  

 

 

Property Value

An array of ISeries<double> objects.

 

Syntax
Volumes[int barSeriesIndex][int barsAgo]

 

 

Examples

ns

protected override void OnStateChange()
{
    if (State == State.Configure)
    {
        // Adds a 5-minute Bars object to the strategy and is automatically assigned
        // a Bars object index of 1 since the primary data the strategy is run against
        // set by the UI takes the index of 0.
        AddDataSeries("AAPL", BarsPeriodType.Minute, 5);
    }
}
 
protected override void OnBarUpdate()
{
    // Compares the primary bar's volume to the 5-minute bar's volume
    if (Volumes[0][0] > Volumes[1][0])
        Print("The primary bar's volume is greater");
}