HighPoint=Avg[BarsInProgress];
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Multi Time Frame Tick Bars
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Multi Time Frame Tick Bars
When using multiple time frames of tick bars, it appears that only the main instrument is firing the OnBarClose() method. This is causing my code to execute improperly when I use BarsInProgress as follows. Is there a way around this? Will this affect the code when running live?
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My mistake. FYI it was not firing because I had the period type as minute instead of tick.
Code:protected override void Initialize() { Add(PeriodType.Minute,TimeFrame1); }
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