price (int offset) : var

Returns the mean ask price of the currently selected asset - the average of all price ticks inside the bar period resp. time frame. This is normally the preferred price for indicators because it is less susceptible to random fluctuations and makes systems more robust and independent on the data feed.

priceOpen (int offset) : var

priceClose (int offset) : var

priceHigh (int offset) : var

priceLow (int offset) : var

Returns the open, close, maximum and minimum ask price of a bar period resp. time frame with the current asset.

marketVal (int offset) : var

marketVol (int offset) : var

Returns additional market data, such as spread, unadjusted close, trade volume per minute, quote frequency, or similar price accompanying data dependent on the implementation in the Broker API (Zorro S only). Only when T6 price history is used for historical data and the LEAN flag is not set.

Parameters:

offset Optional bar number for which the prices are returned, in time frames before the current time frame. If omitted, the price of the current bar is returned. Negative offsets return future prices when the PEEK flag is set; otherwise they give an error message.

Returns:

Price or additional market data.
 

priceSet (int offset, var Open, var High, var Low, var Close)

Modifies the open, high, low, close, and mean price of the current asset for test purposes, artificial price curves, or for prices from different sources. Use offset = -1 for modifying the prices of the next bar, which is necessary for entering trades at the modified prices.

priceQuote (var Timestamp, var Quote) : int

Enters a new price quote of the current asset in the system; especially for HFT simulation or when prices are not available from the broker connection. Filters outliers and updates the current best ask (AskPrice) and best bid (AskPrice - Spread). Increases Bar after every BarPeriod when no run function is used. Price quotes are also printed to the log when Verbose is at 3 or above, so be careful with Verbose for preventing awfully large log files.

Parameters:

offset Optional bar number for which the prices are returned, in time frames before the current time frame. If omitted, the price of the current bar is returned. Negative offsets return future prices when the PEEK flag is set; otherwise they give an error message.
Timestamp The exchange timestamp of the quote in DATE format. Quotes older than the previous quote are ignored.
Quote The price. Quote > 0 indicates an ask price, Quote < 0 a bid price.

Returns:

1 if the price quote was accepted, 0 if an Outlier was detected or the timestamp was outdated.
 

Usage:

priceOpen(10) returns the opening price of 10 bars ago. priceClose() returns the close price of the current bar, i.e. the most recent price.

Remarks:

Example:

BarPeriod = 60; // set up 1 hour bars (60 minutes)

TimeFrame = 4;
asset("EUR/USD");
vars EUR4 = series(price());	// create a series of 4 hour EUR mean prices
...
TimeFrame = frameSync(24);
asset("SPX500");
vars SPXDay = series(priceClose());	// create a series of daily S&P 500 close prices
TimeFrame = 1;
...

See also:

enterLong/Short, series, asset, Spread, PIP, Detrend, dayHigh/Low

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