All analysis techniques except Functions has access to market data. Functions can use data passed by parameters only. You can pass Price Data Series (see below) to a Function as DoubleSeries parameter to pass price data to function or pass a whole BarColection by using Bars keyword.

 

For syntax to access data on Multi-Data charts see Multi-Data Charts.

 

Bar Data
Bars	to access collection of Bars. See BarCollection.
Bars[BarBack]	to access concrete Bar. e.g.: Bars[0] - current Bar, bars[1] - previous bar, and so on.
Bars.Count	count of available bars.

 

Price Data
Open[BarBack]	to access Open price of BarBack bar back. e.g.: Open[0] - Open price of current bar, Open[1] - Open price of previous bar, and so on.
High[BarBack]	to access High price of BarBack bar back. e.g.: High[0] - High price of current bar, High[1] - High price of previous bar, and so on.
Low[BarBack]	to access Low price of BarBack bar back. e.g.: Low[0] - Low price of current bar, Low[1] - Low price of previous bar, and so on.
Close[BarBack]	to access Close price of BarBack bar back. e.g.: Close[0] - Close price of current bar, Close[1] - Close price of previous bar, and so on.
OpenInt[BarBack]	to access OpenInterest of BarBack bar back. e.g.: OpenInt[0] - OpenInterest of current bar, OpenInt[1] - OpenInterest of previous bar, and so on.
Volume[BarBack]	to access Volume of BarBack bar back. e.g.: Volume[0] - Volume of current bar, Volume[1] - Volume of previous bar, and so on.

 

Price Data Series
Open	to access Open price DoubleSeries.
High	to access High price DoubleSeries.
Low	to access Low price DoubleSeries.
Close	to access Close price DoubleSeries.
OpenInt	to access OpenInterest DoubleSeries.
Volume	to access Volume DoubleSeries.

 

TradeOrders Data (describes executed on historical data trade orders)
TradeOrders	to access collection of TradeOrders. See TradeOrderCollection.
TradeOrders[Index]	to access concrete TradeOrder. e.g.: TradeOrder[0] - first trade order current Bar, bars[1] - second trade order, and so on.
TradeOrders.Count	count of trade orders.

 

Common Data
Instrument	to get instrument for this data. See Instrument.
Time	EndTime of current Bar. See DateTime.
CurrentBar	current bar number (number of bars on which calculatin succeeded including current bar)
RealBar	real bar number (total number of bars including current bar)
MinMove	minimum movement allowed for this instrument
PriceScale	fractional portion of a full point move
PointValue	smallest one increment price movement ( =BigPointValue / PriceScale )
BigPointValue	dollar value of a full one point move
Commission	commission value
CommissionPerTrade	True if commission is per trade, False if commission is per share/contract
Slippage	slippage value
SlippagePerTrade	True if slippage is per trade, False if slippage is per share/contract

 

Current Market Position Data and Statistics
MarketPosition	current market position. See MarketPosition.
CurrentMarketPositionValue	current market position value (in number of opened shares/contracts). Flat position: CurrentMarketPositionValue is 0. Long position: CurrentMarketPositionValue > 0. Short position: CurrSlippageentMarketPositionValue < 0.
CurrentProfit	profit of current opened position (0 if no position opened).
AverageEntryPrice	average entry price of opened position (0 if no position opened).
EntryPrice	entry price of required position. See EntryPrice.
EntryTime	entry time of required position. See EntryTime.
BarsSinceEntry	bars since entry of required position. See BarsSinceEntry.
BarsSinceExit	bars since exit of required position. See BarsSinceExit.
PositionProfit	current opened position profit. See PositionProfit.
MaxPositionProfit	max position profit. See MaxPositionProfit.
MaxPositionLoss	max position loss. See MaxPositionLoss.
MaxPosition	max opened position. See MaxPosition.
MaxPositionHeld	maximum position held.