I use the same strategy for several instruments. and I open manually strategies with different time frames of 5 or 10min. for each instrument.
I do define various parameters for each instrument in the State == State.DataLoaded.
what I CAN NOT do is in. State == State.Configure
if (Bars.Instrument.MasterInstrument.Name == "NQ" ) AddDataSeries(Data.BarsPeriodType.Minute,10);
So is there a way to preDEFINE these data stream parameters and even how many days to load data , inside the strategy itself ?
Comment