About double Volume []

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double Volume[]
Series array that contains tick volumes of each bar of the current chart.

does this hold the data about high, low, open and close ?
 

No - for that you need

High[n], Low[n], Close[n] where n is the shift (0-whatever) with 0 being the current bar

Also see iHigh etc

And for your price level strategies, you will probably need the iHighest/iLowest functions

-BB-

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