using System; using System.Collections.Generic; using TSLab.Script; using TSLab.Script.Handlers; using TSLab.DataSource; using TSLab.Script.Helpers; namespace Weighted_Close { public class WeightedClose : IBar2DoubleHandler, IContextUses { public IList Execute(ISecurity source) { var Close = source.ClosePrices; var High = source.HighPrices; var Low = source.LowPrices; IList wad1 = new List(Close.Count); double wad_v=0; for (int i = 1; i < Close.Count; i++) { wad_v=((Close[i] * 2) + High[i] + Low[i] ) / 4; wad1.Add(wad_v); } return wad1; } public IContext Context { get; set; } }}