I'm wondering, is it possible on a Multi-TimeFrame strategy that employs let's say a 2 minute bar time frame and 20 minute bar time frame to have conditions set on the 2 minute bar OnBarUpdate to Enter a position and on the 20 minute bar, conditions on it's OnBarUpdate set to Exit the previous entries with a set limit of direction to 1?
What I'd like essentially is to use 1 type of BarObject to specifically trigger Entries and another BarObject type to Exit.
I cannot seem to get my head around this logic yet with Ninja Script. Any help would be appreciated.
Thanks
David
Comment