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Subscribe to Market (Tick) Data when Strategy enters a position

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    Subscribe to Market (Tick) Data when Strategy enters a position

    I want to subscribe to Market Data (Ticks) when my strategy enters a position. Is this possible. Waiting for OnBarUpdate() using large Bars affects profit.

    #2
    MajorIIssue,

    Thanks for your post.

    I would suggest adding OnMarketData to your script and to add a check for

    if (Position.MarketPosition == MarketPosition.Long)

    or

    if (Position.MarketPosition == MarketPosition.Short)

    inside OnMarketData so the code is only executed there when you are in a position.

    OnMarketData - https://ninjatrader.com/support/help...marketdata.htm

    We look forward to assisting.

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