I want to check the chart of the upper time frame for generating signals within the chart of the lower time frame.
To do this I need to add an instrument of the upper time frame within Initialize().
Because the primary instrument can vary the added instrument has to vary as well.
Therefore I need to somehow check the name of the primary instrument
for being able to add it in a higher time frame.
Using "this" only comes up with the input parameters of the strategy, but not with the primary instrument. Therefor that isn't the way to do that.
Thanks in advance for any tips.
Stephan

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