Bar bar = sec.Bars[i];
IPosition last = sec.Positions.LastPositionClosed;
public IList<double> GetiATRPrice(ISecurity sec) { IList<Bar> bars = sec.Bars; int count = bars.Count; IList<double> values = new double[count]; for (int i = 0; i < count; i++) { var b = bars[i]; values[i] = (b.High - b.Low); } return values; }