This feels trivial but it's taken some time so apologies in advance for the post. I am running a strategy on a 5 second chart that has additional bars for tick & daily data. The Daily data is so I can create a simple moving average over the last say 20 days - with there being logic that says "don't go long if the current close price is below the 20 day SMA":
else if (State == State.Configure) //Add additional data series via AddDataSeries(). •Declare custom resources. •Override and configure values set by the UI { AddDataSeries(Data.BarsPeriodType.Tick, period:1); //needed in order for the order flow vwap to work AddDataSeries(Data.BarsPeriodType.Day, period:1); //needed to create a Daily Close Price SMA
if (DayOfTest <= 20DayVariable) return; { //my code here }
Thank you
ChainsawDR
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