You may want to set the Cumulative inside OnMarketData() also...I guess OnBarUpdate() is called only when there's a price change. If you have multiple trades at the same price, the cumulative will not be updated until the price changes. This may not be an issue for liquid stocks/futures, but is an issue for illiquid options/futures/stocks. Please check with others before proceeding with this change. Thanks for the good work so far!
Don't know if you care, but...if you expose dsHigh, dsOpen, dsClose etc. as public dataseries (similar to Cumulative), these will show up in the databox, I believe. Its always nice to see the open, close, high & low for candlesticks and ohlc bars.
Wow. Thanks Gomi! Didn't check ET over the weekend and what a nice surprise. Thanks for all the hard work! JW PS. the MTF codes were also awesome..
Gomi, It looks like the cumulative/ non-cumulative option was removed in the latest version. Is it possible to bring that option back? Thanks! JW
Mmmm. I believe there has never been a cumulative/noncumulative option!. But I might add it when I've got the time. Happy if you find the indicator useful, guys, and thanks for your kind comments.