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If you want to change the color for the ChartStyle LineOnClose, you can do this programmatically, but it will change the color for the entire plot. As far as I know, the ChartStyle LineOnClose does not use several pens or a BarColorSeries to store the values of the selected color for each bar.
This is the way to change the color of the whole plot:
Note that the ChartStyle LineOnClose only uses the property UpColor. DownColor is not used.
You are correct about the changing colors, I just couldn't remember that the UpColor was what painted LineOnClose.
Thanks!
But I have found no way to make it paint blue, if it is moving up, and red, if it is moving down. You can just change the color of the whole plot from the first bar of the chart to the last bar painted.