I want to run a strategy based on CalculateOnBarClose = false because I need it to be aware of multiple timeframes in realtime without the need for a higher timeframe to be close. But I don't want the strategy to run the whole algorithm constantly, just at the first tick of the bar, as if it in fact were CalculateOnBarClose = true.
So I thought how about I just put this at the top of the OnBarUpdate() method:
if(!FirstTickOfBar) { return; }
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