I think I solved this - I was misunderstanding the API.
MarketSeries.Close.LastValue will return the value in the given bar, and as this is called right start of the creation of the bar, these values will all be the same.
To get the previous value I use MarketSeries.Close.Last(1).
riou.benson
06 Dec 2015, 21:19
I think I solved this - I was misunderstanding the API.
MarketSeries.Close.LastValue will return the value in the given bar, and as this is called right start of the creation of the bar, these values will all be the same.
To get the previous value I use MarketSeries.Close.Last(1).
@riou.benson