on the Initialize() method, BarsArray() is forbidden. So, I can not write the code like:
protected override void Initialize() { Add(PeriodType.Minute, 5); Add(PeriodType.Minute, 30); Add(PeriodType.Minute, 240); Add(MACD(BarsArray[2],9,26,3) ); CalculateOnBarClose = true; }
And by the way, which one is BarArray[0], if I start the strategy on a 5 mins chart and a 20 mins chart ?
Thanks !
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