protected override void OnData(DataObject obj)
{
var tick = (Tick)obj;
if (this.bar != null) // when the bar is not new
{
if ((tick.Price > this.bar.High || tick.Price < this.bar.Low) && 10000 * (this.bar.High - this.bar.Low) >= this.barSize)
{
this.bar.DateTime = tick.DateTime;
EmitBar();
}
}
base.OnData(obj);
}
}