Greetings,
I'm noticing when the "CalculateonBarClose = false" (tick-by-tick processing) there can be differences when code gets executed because of the random fluctuations of tick ocurrances. This can become problematic on "time-based" strategies that are dependent on ticks in order to execute strategy code. This can happen during times of little activity and/or lulls in trading.
Is there a way to "force" an "artificial" tick simply to execute code if a tick does not not happen "naturally" during a given time period? Thanks for any suggestions.
I'm noticing when the "CalculateonBarClose = false" (tick-by-tick processing) there can be differences when code gets executed because of the random fluctuations of tick ocurrances. This can become problematic on "time-based" strategies that are dependent on ticks in order to execute strategy code. This can happen during times of little activity and/or lulls in trading.
Is there a way to "force" an "artificial" tick simply to execute code if a tick does not not happen "naturally" during a given time period? Thanks for any suggestions.
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