ATAS.Indicators
Candles

Getting candles

To get candles according to the serial number, call the GetCandle (int bar) function, which will returns ATAS.Indicators.IndicatorCandle.

protected override void OnCalculate(int bar, decimal value)
{
var candle = GetCandle(bar);
this[bar] = candle.High;
}

Getting Candle Volume Levels

Each ATAS.Indicators.IndicatorCandle has properties that allow receiving the price levels that correspond to the level of the maximum volume, maximum bids, asks etc.: MaxVolumePriceInfo, MaxTimePriceInfo, MaxTickPriceInfo, MaxPositiveDeltaPriceInfo, MaxNegativeDeltaPriceInfo, MaxBidPriceInfo, MaxAskPriceInfo In addition, it is possible to obtain data on the volumes of a particular price level via the GetPriceVolumeInfo (decimal price) function:

protected override void OnCalculate(int bar, decimal value)
{
var candle = GetCandle(bar);
var volumeinfo = candle.GetPriceVolumeInfo(candle.High);
}

Information on the price level volume is presented in the form of ATAS.Indicators.PriceVolumeInfo.