price()
Returns the mean price of a bar, i.e. the average of all ticks the currently selected asset that fall into the bar period. This is normally the preferred price for indicators because it is less susceptible to random fluctuations and makes systems more robust and independent on the data feed.
In back testing:
1) on 1 min bars does price() return (high+low+open+close)/4 ?
2) on higher BarPeriods does it average each tick (i.e. each 1 min high low open close) or average a stored mean value of 1 min prices?
3) if it averages stored mean values, does it always use all available 1 min values or does it average say 30 min mean prices when calculating a 60 min mean price?
4) How does it handle higher Barperiods that may span many minutes where there are no 1 min data points at all, e.g. at weekends, or times of low activity where no ticks are received during a 1 min period and there is no HLOC?
5) Does use of TimeFrame change any of the answers above, or does price() return exactly the same values when using Timeframe as the equivalent Barperiod? i.e. does barperiod 60; price() return exactly the same values as barperiod 5; timeframe 12; price()?
In live trading, I assume this is much simpler in that zorro runs this averaging for each actual tick received with a timestamp that falls inside the Barperiod / Timeframe in question. i.e. sum of prices of all ticks/no. ticks received
