Bars
Last updated
Last updated
A classical indicator calculates one or multiple values using an existing data series.
Data series can be anything from closing prices to daily lows or values of an hourly period etc.
Every period (meaning all candles of one day, one hour etc.) is assigned one or more indicator values. The following example is based on an indicator value, such as with a moving average, for example. To calculate a smoothed moving average, AgenaTrader needs a data series. In this example we will use the closing prices. All closing prices of a bar (candle) that are represented in the chart will be saved in a list and indexed.
The current closing price, meaning the closing price of the bar that is on the right-hand side of the chart, will be assigned an index of 0. The bar to the left of that will have an index of 1 and so on. The oldest bar displayed will have an index value of 500.
Whenever a new bar is added within a session it will become the new index 0; the bar to the left of it, which previously had an index of 0, will become index 1 and so on. The oldest bar will become index 501. Within a script (a self-created program/algorithm) the will be representative for the array (list) of all closing prices. The last closing price is thus Close [0]; the closing price previous to this will become Close [1], the value before that will become Close [2] and the oldest bar will be Close [501]. The number within the squared brackets represents the index. AgenaTrader allows you to use the „bars ago" expression for this in general cases.
Obviously, every bar will not only have a closing value but also a , , , , , , and . Thus, the high of the candle that occurred 10 days ago will be High [10], yesterday’s low Low [1]...
Important tip:
The previous examples all assume that the calculations will occur at the end of a period. The value of the currently running index is not being taken into consideration.
If you wish to use the values of the currently forming candle then you will need to set the value of
CalculateOnClosedBar to „false".
In this case the currently running bar will have the value 0, the bar next to the current bar will have the value 1 and so on. The oldest bar (as in the example above) would now have the value 502.
With close [0] you would receive the most recent value of the last price that your data provider transmitted to AgenaTrader. All values of the bar (high [0], low [0]…) may still change as long as the bar is not yet finished/closed and a new bar has not yet started. Only the open [0] value will not change.
Bars (public IBars Bars) can be used directly in a script and equates to BarsArray [0] (see Bars.GetNextSessionTimeSpan for more information).
The list of bars itself has many properties that can be used in AgenaScript. Properties are always indicated by a dot before the objects (in this case bars, list of candles).
With the OnCalculate() method you can use any properties you want without having to test for a null reference. As soon as the function OnCalculate() is called up by AgenaScript, it is assumed that an object is also available. If you wish to use these properties outside of OnCalculate() then you should first perform a test for null references using if (Bars != null).
Bars.Count gives you the amount of bars in a data series.
Type int Amount of Bars
Bars.Count
The value of ProcessingBarIndex can only be lesser than or equal to Bars.Count - 1
When you specify how many bars are to be loaded within AgenaTrader, then the value of Bars.Count is equal to this setting. In the following example, Bars.Count would give back a value of 500.
Bars.CurrentSessionBeginTime outputs the date and time for the beginning of the current trading session.
Date and time for the beginning of the current trading session will be displayed correctly when the function is used on a bar that has occurred in the past.
None
Type DateTime
Bars.GetSessionBegin
Bars.CurrentSessionEndTime outputs the time for the end of the currently running trading session. Date and time for the end of the current trading session will, in this case, also be outputted correctly when the function is used on a previous bar.
None
Type DateTime
Bars.GetSessionEnd
Bars.GetBar outputs the first bars (from oldest to newest) that correspond to the specified date/time.
Type DateTime
Type IBar Bar Object, for the bars corresponding to the timestamp
For a timestamp older than the oldest bar: 0 (null) For a timestamp younger than the newest bar: index of the last bar
Bars.GetBarIndex outputs the index of a bar – you can input either a bar object or a date-time object using this method.
Type IBar bar or Type DateTime
Type int The bar index of the specified bar object or DateTime object
Bars.GetBarsAgo outputs the index of the first bars (from oldest to newest) that correspond to the specified date/time.
Type DateTime
Type int Index of the bar that corresponds to the timestamp
With a timestamp older than the oldest bar: 0 (null) With a timestamp newer than the youngest bar: index of the last bar
Bars.GetByIndex outputs the index for the specified bar object
Type int Index
Type IBar Bar object for the specified index
Bars.GetNextSessionTimeSpan outputs the date and time for the beginning and end of a trading session.
DateTime
time
Date or time for which the data of the following trading session will be scanned/searched.
iBars
bars
Bar object for which the data will be scanned/searched.
int
barsago
Number of days in the past for which the data will be searched/scanned.
DateTime session begin DateTime session end
Note: The date for the beginning and the end of a trading session are connected components. If the specified date corresponds to the end date of the current trading session then the returned value for the beginning of a trading session may already be in the past. In this case the date for the following trading session cannot be returned.
The two signatures will not necessarily output the same result. When using the bar signature, the supplied bar will be inspected for its session template association. The beginning and end of the next session will be taken from this template.
When using the time signature, the date and time of the supplied bar will be used to calculate the data for the current and the following sessions.
When using the time signature, a timestamp is transmitted that corresponds exactly to the beginning or the end time of a session.
For reasons of compatibility, the following methods are available.
Bars.GetOpen(int index) outputs the open for the bars referenced with <index>.
Bars.GetHigh(int index) outputs the high for the bars referenced with <index>.
Bars.GetLow(int index) outputs the low for the bars referenced with <index>.
Bars.GetClose(int index) outputs the close for the bars referenced with <index>.
Bars.GetTime(int index) outputs the timestamp for the bars referenced with <index>.
Bars.GetVolume(int index) outputs the volume for the bars referenced with <index>.
Caution: The indexing will deviate from the Indexing, Bars normally used. Here, the indexing will begin with 0 for the oldest bar (on the left of the chart) and end with the newest bar on the right of the chart (=Bars.Count-1).
The indexing can easily be recalculated:
int index (0 .. Bars.Count-1)
Type double for GetOpen, GetHigh, GetLow, GetClose and GetVolume
Type DateTime for GetTime
None
Type DateTime
Bars.GetSessionBegin(DateTime dt)
The time of the returned value corresponds to the start time of the trading session. The relevant trading center which is specified in the MarketEscort. The trading place used for the value is set in the Instrumet Escort and can be determined in AgenaSript with the Instrument.Exchange function.
Bars.Instrument outputs an instrument object for the trading instrument displayed within the chart.
None
Type Instrument
Bars.Instrument
Bars.IsEod can be used to check whether they are end-of-day bars.
None
Type bool
Bars.IsEod
If this property used outside of OnCalculate (), then a corresponding test should be set to zero reference, e.g. With if (bars! = Null).
Bar properties used when Bar is falling down.
None
None
With Bars.IsFirstBarInSession you can determine whether the current bar is the first bar of the trading session.
Type bool
true: The bar is the first bar of the current trading session false: The bar is not the first bar of the current trading session
Bars.IsFirstBarInSession
Bar properties used when Bar is growing up.
None
None
Bars.IsIntraday returns a boolean which indicates if the TimeFrame is intra-day.
bool
It returns "true" if TimeFrame is intra-day (e.g. 1 min, 15 min, 1 hour, etc.) and "false" in other cases.
With Bars.IsNtb it can be checked whether it is not-time-based bars. For example Ntb bars are Point & Figure or Renko Charts.
None
Type bool
Bars.IsNtb
Bars.IsSessionBreak can be used to determine whether the bars are within the commercial trading session in the commercial breaks defined in the marketplace escort.
None
Type bool
Bars.IsSessionBreak
Bars.LastBarCompleteness outputs the value that displays what percentage a bar has already completed. A bar with a period of 10 minutes has completed 50% after 5 minutes.
For non-time-based charts (Kagi, LineBreak, Renko, Range, P&F etc.) this will output 0 during backtesting.
double
A percentage value; 30% will be outputted as 0.3
Bars.LastBarCompleteness
If this property is used outside of OnCalculate() you should test for a null reference before executing it. You can test using if (Bars != null)
Bars.NextSessionBeginTime outputs the date and time for the start of the next trading session. Date and time for the next session will be correctly outputted when the function is used on a bar in the past.
None
Type DateTime
Bars.GetSessionNextBegin
None
Type DateTime
Bars.GetSessionNextEnd
With this property you are able to get the height of the bottom candle tail.
None
None
With this property you are able to get the height of the top candle tail.
None
None
Bars.TicksCountForLastBar outputs the total numbers of ticks contained within a bar.
None
Type int
Bars.TicksCountForLastBar
If this property is used outside of OnCalculate(), you should test for a null reference before executing it. You can test using if (Bars != null)
Bars.TicksCountInTotal outputs the total number of ticks from the moment the function is called up.
None
Type int
Bars.TicksCountInTotal
The data type int has a positive value range of 2147483647. When you assume 10 ticks per second, there will be no overlaps within 2 trading months with a daily runtime of 24 hours.
If this property is used outside of OnCalculate(), you should test for a null reference before executing it. You can test using if (Bars != null)
Bars.TimeFrame outputs the timeframe object containing information regarding the currently used timeframe.
None
Type ITimeFrame
Bars.TimeFrame
If this property is used outside of OnCalculate(),you should test for a null reference before executing it. You can test using if (Bars != null)
Bars.BarsCountForSession outputs the amount of bars that have occurred since the beginning of the current trading session.
Type int Amount of Bars
A value of -1 indicates a problem with referencing the correct session beginning.
Bars.BarsCountForSession
Within OnCalculate() this property can be used without having to test for a null reference. As soon as the OnCalculate() method is called up by AgenaScript, the object will become available.
If this property is used outside of OnCalculate() then you should test for a null reference before executing it. You can test using if (Bars!= null) .
Indicates if current bar is last in calculation.
none
Type bool
ProcessingBarIndexLast
used for complicated calculation on a last bar
"Bars" represents a list of all bars (candles) within a chart (see , ).
See for additional information.
The time for the returned value will equal the starting time defined in the Market Escort for the specified exchange. The value itself is set within the Instrument Escort and can be called up in AgenaScript using the function .
The time for the returned value will correlate with the end time of the trading session defined in the Market Escort for the exchange. The value itself can be set within the Instrument Escort and can be called up with AgenaScript using the function.
See , , .
For the indexing of bars please see ,
For more information about using DateTime see
See , , .
For more information about indexing see ,
See: , , .
For more information about indexing please see ,
For more information about using DateTime see
See , , .
For indexing of bars see ,
Bars.GetClose(int index) – see .
Bars.GetHigh(int index) – see .
Bars.GetLow(int index) – see .
See , , , .
More information can be found here
Bars.GetSessionBegin provides the date and time of the particular session start. The date and time for the start of the current trading session are also correctly indicated when the function is called from a bar in the past. See also other of bars.
Bars.GetTime(int index) – see .
Bars.GetVolume(int index) – see .
See for more information.
For more information regarding the trading instruments please see .
See for more information.
Within , this property can be used without having to test for null reference. As soon as the method OnCalculate () is called by AgenaScript, there is always a bar object.
See of bars for more information.
With this property can be used without having to test for a null reference. As soon as the OnCalculate() method is called up, an object will become available. If this property is called up outside of OnCalculate() you should test for a null reference using if (Bars != null).
See for more information.
property can be used without having to test for null reference first. As soon as the method OnCalculate() is called by AgenaScript, there is always a bar object. If this property is used outside of OnCalculate(), then a corresponding test should be set to zero reference, e.g. With if (bars! = Null).
See for more information.
With this property can be used without having to test for a null reference. As soon as the OnCalculate() method is called up by AgenaScript, the object will become available.
The time for the returned value will correlate to the value displayed in the MarketEscort. The value can be set within the Instrument Escort and can be called up using the function.
Bars.NextSessionEndTime outputs the date and time for the end of the next session. See for more information.
The time for the returned value will correlate with the value specified within the MarketEscort. The value itself can be set within the Instrument Escort and can be called up with AgenaScript using the function.
More information can be found in of bars.
With this property can be used without having to test for a null reference. As soon as the OnCalculate() method is called up by AgenaScript, the object will become available.
More information can be found here: .
With this property can be used without having to test for a null reference. As soon as the OnCalculate() method is called up by AgenaScript, the object will become available.
More information can be found here:
For more information about timeframe objects please see .
With this property can be used without having to test for a null reference. As soon as the OnCalculate() method is called up by AgenaScript, the object will become available.
See further of bars.
