I'm sure I've missed this somewhere but I'm using the multiinstrument code to add a second time frame filter to a strategy. For example;
protected override void Initialize()
{
//adding a range chart filter
Add("ES 09-09", PeriodType.Range, 4);
// below is the regular add stuff
Add //this and that to the chart
CalculateOnBarClose = true;
}
... and then the code looks at things in a x minute timeframe.
Where I'm adding ES 09-09 in the code I'd prefer it adds the instrument of the chart I'm using... so if I call up an ES chart it adds the 4 range ES filter, if I call up a CL chart it adds the 4 range CL filter, etc. In the above example the 4-range filter will always be ES 09-09. Can you point me where to look? Thanks.
Re reading my question it sounds like I'm on drugs but basically I'm trying to add a higher order time/range/volume or whatever filter to an instrument in a strategy.
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