BarsInProgress

[NinjaTrader_Bertrand]

Not exactly, you point to the specific data you wish to use, but you do not tell the code when to do it. If the primary series gets an update, if the secondary gets an update etc, that's what BarsInProgress is used for.

[alexstox]

Not exactly, you point to the specific data you wish to use, but you do not tell the code when to do it. If the primary series gets an update, if the secondary gets an update etc, that's what BarsInProgress is used for.

Sorry, I just hurried. I mean to set

protected override void Initialize()
.......
BarsRequired = userValueFromVariables;
Add("MyStock", PeriodType.Day, 1);
...........

 protected override void OnBarUpdate()
if (CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired) 
				return;
[B][COLOR="Green"]//Here I enter LONG, than SHORT, so add BarsInProgress here for both LONG and SHORT[/COLOR]
if (BarInProgress==0)
{[/B]
if (Closes[1][0]>myS && conditions for long) 
                 {
there are only main stock values in use: Close[0] etc. and nothing from added instrument
                 }
if (Closes[1][0]<myS && conditions for Short)
                 {
there are only main stock values in use: Close[0] etc. and nothing from added instrument
                 }
[B]}[/B][COLOR="green"] //and here we close if()[/COLOR]
if (conditions for trails) {there are only main stock values in use}

protected override void OnExecution(IExecution execution)
{there is EntryOrder and trails operating.}

Well I did all this only to avoid editing many [0] to [0][0].

[NinjaTrader_Bertrand]

Correct, in BarsInProgress 0 you act if your primary series / instrument / stock updates. With reference to Closes[1] at that point you query the secondary instruments close price into the condition.