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;
    }