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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