I am trying to write a custom script for strategy.
I am writing custom code in OnBarUpdate event, now I am not sure which date data I will receive on first time this event is occured.
For example, if below options I select:
Lookback = 30
Type = "Day"
From = "3/31/2010"
To = "6/15/2011"
Min. bars required = 30
Then I receive data for date "7/14/2010" first time OnBarUpdate event occurs, Now I want to know why its picking this date and what is the logic behind this all. So I can write my custom logic accordingly.
Thanks
Nitin
Comment