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Hey everyone,
I cant find any reference on using specific OHLC data, specifically just close price. Id like to build a stop loss that just uses close price instead of current price. That way I can make my stoploss=lagging EMA and have it so that it wont execute the stop loss on pops but rather a candle that actually closes over the ema. It would need to be at minute resolution which i think is my problem.
Instead of saying if current price ( var currPrice = Securities[Symbol].Price; ) is < stop loss would I just use
var closePrice = Securities[Symbol].Close; since i already created the resolution in this line above
AddSecurity(SecurityType.Forex, Symbol, Resolution.Minute);
Any help would be much appreciated!
Timothy Comisky
Michael Handschuh
var bars = Identity("SPY", TimeSpan.FromMinutes(30));This will return an indicator that will aggregate the SPY into 30 minute bars. If you want to make decisions each time a new bar is made, then you can bind to the Updated event:bars.Updated += (sender, args) => { // args is an IndicatorDataPoint whose value is the 30 minute close }; Hope this helps!Timothy Comisky
Timothy Comisky
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