Can you advise how I would reference the Master Instrument in the initialize method for the purposes of multi time period strategy testing?
This is what I have:
protectedoverridevoid Initialize()
{
MainInstrument = "$EURJPY";
Add(MainInstrument,PeriodType.Second, 1, MarketDataType.Bid);
I would prefer not to have to have to manually recode and recompile the strategy every time I want to test the strategy on a new instrument.
Thanks for your time,
Ian
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