Share New Research 
I was wondering how to get the high/low/close/open price from a quotebar after you've created a consolidator for a custom timeframe. I've only ever seen the consolidation being implemented into an indicator is is possible to obtain the quotebar prices from say a 15m consolidator?
for example: in the attached backtest im selling when the data[symbol].Low is < ExponentialMovingAverage(symbol, 13)
does the Low price come from 15minutes or from 1 minute? and if its not getting the low over the course of 15 minutes how would i go about obtaining that price?
thank you
Alexandre Catarino
Hi Mitch Carrara ,
In the shared algorithm, the consolidated QuoteBar is the bar parameter in the on_custom method. It contains the 15-minute Low (the minimum of all 1-minute bars Low values):
def on_custom(self, sender, bar): low = bar.LowMitch Carrara
Thank you so much Alex
One more question:
If I was working with mutliple pairs how could I go about getting the bar.Low of a specific symbol
thanks again,
Mitch
Mitch Carrara
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