Hello,
I understand that we can use a line something like:
double cost = TickSize * Instrument.MasterInstrument.PointValue;
to calculate the $ per tick. But how exactly would we go about calculating that same number for a futures contracts we Add() to our strategy. So the strategy wouldn't be running on the instrument we are interested in calculating, instead it would need to be referenced from the BarArray, but what would be the syntax for referencing this?
Thanks!
I understand that we can use a line something like:
double cost = TickSize * Instrument.MasterInstrument.PointValue;
to calculate the $ per tick. But how exactly would we go about calculating that same number for a futures contracts we Add() to our strategy. So the strategy wouldn't be running on the instrument we are interested in calculating, instead it would need to be referenced from the BarArray, but what would be the syntax for referencing this?
Thanks!
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