public class WMA : IBar2DoubleHandler
{
public IList<double> Execute(ISecurity source)
{
var wma = new double[source.Bars.Count];
for(int i = 1; i < source.Bars.Count; i++)
{
if(source.Bars[i].Date.Day != source.Bars[i-1].Date)
{
....
}
....
}
return wma;
}
}