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GetPnFRequest (Instrument instrument, int period, DataType dataType, int size, int reversal, BarsAggregations style)

method
Create request to PnF history type.

Syntax

public static HistoricalDataRequest GetPnFRequest (Instrument instrument, int period, DataType dataType, int size, int reversal, BarsAggregations style)

Parameters

instrument — Instrument
Instrument for request.
period — int
Period of one base historical element.
dataType — DataType
Type of data source.
size — int
Size of one PnF box.
reversal — int
New columns are placed to the right of the previous column and are only added once the price changes direction by more than a predefined reversal amount.
style — BarsAggregations
Additional parameter define calculation method.

Return

HistoricalDataRequest Returns a HistoricalDataRequest value representing the PnF history with selected parameters.

Example

using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;

namespace GetPnFRequestExamples
{
     public class GetPnFRequestExamples : NETStrategy
     {
         public override void OnQuote()
         {
             Instrument inst = Instruments.Current;
             HistoricalData Hist = GetHistoricalData(HistoricalDataRequest.GetPnFRequest(inst, 1, DataType.Ask, 3, 0, BarsAggregations.ByHighLow));
         }
     }
}
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