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    OnMarketData

    Hey guys, is this method executed on each tick? Also, if you have the strategy set to calculateonbarclose=true, would this method still execute?

    protected override void OnMarketData(MarketDataEventArgs e)

    #2
    Hello elitetradernyc,

    Thank you for your post.

    CalculateOnBarClose is only applied to the OnBarUpdate() method. OnMarketData() will be called on a change in market data no matter the COBC setting.

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