Multiple candle sizes in the same paintbar/scan

[Mike Medved]

// here is code that, when run on 1 min candles in MT, will generate 5-min and 10-min candles.
// so you can do your own things with it. The limitation of course is that you cannot use these
// new candles as inputs to indicators, but you can do your own (for example, use FIFO queues
// to make SMAs).

public void MainCalculation() 
{
    CollectCandle(5, ref min5);
    CollectCandle(10, ref min10);
    CurrentState.prevBarVol = BarVolume;
    
    // at this point you can access 1 min candles (with the normal Close, Open etc indexed variables)
    // and the 5- and 10-min candles with the min5.ElementAt() and min10.ElementAt() variables
    

    //....
}

struct SimpleCandle
{
    public double open;
    public double high;
    public double low;
    public double close;
    public double vol;
    public DateTime timestamp;
    public SimpleCandle(double o, double h, double l, double c, double v, DateTime ts)
    {
        open = o;high=h;low=l;close=c;vol=v;timestamp=ts;
    }
}

Stack<SimpleCandle> min5;
Stack<SimpleCandle> min10;

private DateTime AlignTimestamp(int minutebound, DateTime timestamp)
{
    long ticks = timestamp.Ticks - timestamp.Ticks % (TimeSpan.TicksPerMinute*minutebound);
    return new DateTime(ticks);
}

private void CollectCandle(int NumMin, ref Stack<SimpleCandle> collection)
{
    var AlignedTimestamp = AlignTimestamp(NumMin, Timestamp);
    if (collection.Count>0)
    {
        var candle           = collection.Peek();
        if (candle.timestamp == AlignedTimestamp) // still in same 5 minutes
        {
            candle       = collection.Pop();
            candle.close = Close;
            candle.high  = Math.Max(High, candle.high);
            candle.low   = Math.Min(Low, candle.low);
            candle.vol   = candle.vol - CurrentState.prevBarVol + BarVolume;
            collection.Push(candle);
        }
        else // new candle into the queue
        {
            candle = new SimpleCandle(Open, High, Low, Close, BarVolume, AlignedTimestamp);
            collection.Push(candle);
        }
    }
    else // first candle into the queue
    {
        var candle = new SimpleCandle(Open, High, Low, Close, BarVolume, AlignedTimestamp);
        collection.Push(candle);
    }
}


/// <summary>
/// INITIALIZES paintbar. Is called at start of paintbar calculation, should be used to initialize anything needed for the paintbar
/// NOTE: do NOT initialize the CurrentState here - the PaintbarClearState will be called AFTER this call, and will wipe it out.
/// </summary>
private void PaintbarInitialize()
{
    min5  = new Stack<SimpleCandle>(100);
    min10 = new Stack<SimpleCandle>(100);
}



/// <summary>
/// Holds paintbar state - fill with variables needed to be preserved for next paintbar calc
/// </summary>
private struct PaintbarState
{
    public double prevBarVol;
}

/// <summary>
/// Holds current PB state - use to calc PB, changes to it carry over to next PB calc
/// </summary>
private PaintbarState CurrentState;

/// <summary>
/// Holds saved PB state - internal
/// </summary>
private PaintbarState SavedState;

/// <summary>
/// Is called at start of paintbar calculation, should be used to clear the paintbar state
/// and initialize whatever variables you place into it. This is called AFTER PaintbarInitialize
/// </summary>
private void PaintbarClearState()
{
    CurrentState = new PaintbarState();
    min5.Clear();
    min10.Clear();
}

/// <summary>
/// Saves paintbar state (called internally).
/// </summary>
private void PaintbarSaveState()
{
    SavedState = CurrentState;
}

/// <summary>
/// Restores paintbar state (called internally).
/// </summary>
private void PaintbarRestoreState()
{
    CurrentState = SavedState;
}

[zayjayspx]

 // at this point you can access 1 min candles (with the normal Close, Open etc indexed variables)
    // and the 5- and 10-min candles with the min5.ElementAt() and min10.ElementAt() variables

how do i access 5 min close with this code

Edited June 5 by zayjayspx

[Mike Medved]

20 hours ago, zayjayspx said:

 // at this point you can access 1 min candles (with the normal Close, Open etc indexed variables)
    // and the 5- and 10-min candles with the min5.ElementAt() and min10.ElementAt() variables

how do i access 5 min close with this code

min5.ElementAt(3).close  // will get you close for a 5 min candle 3 candles back