Can I please get clarification on how this works in a multi time frame strategy? The help guide states the following:
The following method signature should be used when working with multi-time frame and instrument strategies:
BarsSinceEntry(int barsInProgressIndex, string signalName, int entriesAgo)
signalName - The signal name of an entry order specified in an order entry method. Pass in empty string "" for default signal.
barsInProgressIndex - The index of the Bars object the entry order was submitted against. See the BarsInProgress property.
entriesAgo - Number of entries ago. Pass in 0 for the number of bars since the last entry.
My confusion comes from the last parameter, entriesAgo. It states to pass in 0 for the number of bars since the last entry. I am entering a trade in the secondary time frame off of signals in the primary time frame. So when I call BarsSinceEntry I use BarsSinceEntry(1, "ShortEntry", 0) but when I call this I do not know how many bars have passed. I guess I am just asking to clarify what should go into the entriesAgo parameter. I do not call BarsSinceEnty immediately but more likely after a number of bars have passed or not at all in some trades. Thanks!
GT
The following method signature should be used when working with multi-time frame and instrument strategies:
BarsSinceEntry(int barsInProgressIndex, string signalName, int entriesAgo)
signalName - The signal name of an entry order specified in an order entry method. Pass in empty string "" for default signal.
barsInProgressIndex - The index of the Bars object the entry order was submitted against. See the BarsInProgress property.
entriesAgo - Number of entries ago. Pass in 0 for the number of bars since the last entry.
My confusion comes from the last parameter, entriesAgo. It states to pass in 0 for the number of bars since the last entry. I am entering a trade in the secondary time frame off of signals in the primary time frame. So when I call BarsSinceEntry I use BarsSinceEntry(1, "ShortEntry", 0) but when I call this I do not know how many bars have passed. I guess I am just asking to clarify what should go into the entriesAgo parameter. I do not call BarsSinceEnty immediately but more likely after a number of bars have passed or not at all in some trades. Thanks!
GT
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