Hello, I need some guidance.
I am writing a strategy that trades 2 contracts that will run on a 200 tic chart. I want to sell the first contract as soon as price extends beyond a moving average value. Since that can happen within a 200 tic bar, I am running with CalculateOnBarClose=false so that I can track price per tick and sell the first contract as soon as it passes beyond the moving average. However, I need to sell the second contract when the close of the entire 200 tick bar reaches another moving average level.
The problem I am facing is that the Closing prices my program is processing is based off of each tick since I have CalculateOnBarClose set to false, but I also need to know the Closing price of the entire 200 tick bar to determine when to sell the second contract.
Any advice is greatly appreciated!
I am writing a strategy that trades 2 contracts that will run on a 200 tic chart. I want to sell the first contract as soon as price extends beyond a moving average value. Since that can happen within a 200 tic bar, I am running with CalculateOnBarClose=false so that I can track price per tick and sell the first contract as soon as it passes beyond the moving average. However, I need to sell the second contract when the close of the entire 200 tick bar reaches another moving average level.
The problem I am facing is that the Closing prices my program is processing is based off of each tick since I have CalculateOnBarClose set to false, but I also need to know the Closing price of the entire 200 tick bar to determine when to sell the second contract.
Any advice is greatly appreciated!
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