I have a multi-timeframe strategy that I run over a list of instruments (so not just one but several at once).
I would like to write all data from these instruments into one file. When I put the File.Write method in the OnBarUpdate it writes it for every instrument at a time. I would like to do that at the end.
So I was thinking to create an Global Array variable that I fill in the OnBarUpdate.
Question: is there a method that I can make that runs after the OnBarUpdate so I can write the global array into a file in one take?
Or any other ideas are welcome.
Thanks
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