My system:
- 2 instruments
- primary instrument 150 tick bars
- secondary instrument 1 minute bars
- signals are fired from the primary instrument
- I want to buy on secondary instrument on the first price of the bar, at open.
Solutions:
- Use OnBarClose = true; in the Intialize() method -> This sentence only regards primary instrument!
- Use BarTimer or system time to fire a market order -> That will be great, but my system clock is quite inaccurate
- Use FirstTickofBar -> Sorry too late, remenber I want to be the first
I would really appreciate any idea that helps me to achieve my goal.
Thanks
Lalocom

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