5.1.5Derived properties of each candle

When candles are loaded into the store, it automatically adds in derived properties for each candle such as the high-low range. These are available when you read data back from the store, using GetCandle() etc.

The derived candle properties which are added by the store are as follows:

Property

Description

range

High minus low

median

Average of high and low

typical

"Typical" price: (high + low + close) / 3

weighted

"Weighted" price: (high + low + close + close) / 4

ohlc4

Average of open + high + low + close

change

Close minus open

abschange

Absolute value of change; converted from negative to positive where applicable