I have coded an example strategy that uses the following concepts:
* rolling window of type tradebar.
* consolidated 15 min bar from 1min data.
* Bolingerband indicator of timeframe consolidated
Error: cannot compare tradebar to decimal with operator >
Is there a required way to compare the decimal components of the tradebar to the decimal price? I tried to pull the components out of the BB to create windows as well but I am missing something.
RollingWindow<TradeBar> _datawindow = new RollingWindow<TradeBar>(Hist);
RollingWindow<BollingerBandState> _bbwindow = new RollingWindow<BollingerBandState>(Hist);
RollingWindow<decimal> _bbupperwindow = new RollingWindow<decimal>(Hist);
RollingWindow<decimal> _bblowerwindow = new RollingWindow<decimal>(Hist);
.
.
.
if ( _datawindow[0].Close < _bbupperwindow[0] && _datawindow[1] > _bbupperwindow[1] && !Portfolio.HoldStock)
Thanks,
Dan