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
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