Can anybody tell me why my script showing OnMarketData volume twice ?
protected override void Initialize()
{
Overlay = false;
Add(PeriodType.Tick, 1);
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
return;
}
protected override void OnMarketData(MarketDataEventArgs e)
{
if (Historical)
return;
if (e.MarketDataType == MarketDataType.Last){
Print(this.BarsInProgress +"---- HIT LAST---"+FormatPriceMarker(e.Price)+" -> " + e.Volume);
}
}
in output window it show like this:
0---- HIT LAST---128.11 -> 5
0---- HIT LAST---128.11 -> 5
0---- HIT LAST---128.11 -> 1
0---- HIT LAST---128.11 -> 1
0---- HIT LAST---128.11 -> 6
0---- HIT LAST---128.11 -> 6
you see it flash twice same last price volume.
is there a bug when you using Add(PeriodType.Tick, 1); ?
i know variable BarsInProgress but its always 0.

Comment