public class EntryPriceInd: IBar2DoubleHandler, IContextUses
{
public IList<double> Execute(ISecurity source)
{
var list = new double[Context.BarsCount];
for (int i = 0; i < Context.BarsCount; i++)
{
var entry = source.Positions.GetLastPosition(i);
list[i] = entry != null ? entry.EntryPrice : 0;
}
return list;
}
public IContext Context { set; private get; }
}