When adding multiple DataSeries to a Strategy, containing different Instruments and Time Frames for each one - What is the order of precedence for how I add the lines of code so that I can achieve granularity?
The Default Data Series (//BarsInProgress = 0) would be a 1-min chart of SPY that the strategy would be running on.
Ex. 1
else if (State == State.Configure)
{
AddDataSeries("SPY", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); //BarsInProgress = 1
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 60, Data.MarketDataType.Last); //BarsInProgress = 2
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last); //BarsInProgress = 3
AddDataSeries("DIA", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); //BarsInProgress = 4
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 60, Data.MarketDataType.Last); //BarsInProgress = 5
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last); //BarsInProgress = 6
}
Or is it coded as...
Ex. 2
else if (State == State.Configure)
{
AddDataSeries("SPY", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); //BarsInProgress = 1
AddDataSeries("DIA", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); //BarsInProgress = 2
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 60, Data.MarketDataType.Last); //BarsInProgress = 3
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 60, Data.MarketDataType.Last); //BarsInProgress = 4
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last); //BarsInProgress = 5
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last); //BarsInProgress = 6
}
Thanks in Advance.
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