Some information on my strategy:
- instrument = S&P e-mini
- Calculate = OnBarClose
- primary data series = 30 minute
- secondary data series = 1 tick
- profit target = 4 ticks
- the strategy only works between to hours of 8:30 AM to 9:00 AM (30minutes)
The strategy is supposed to capture the open price of the initial bar (Open[0]) and should take profit 4 ticks away. For backtests purposes, obviously the only values known to the computer is the OHLC so it wont capture intrabar granularity.
Is it possible to write a line of code like this while using two data series:
------------------------------------------------------------------
if ((Close[1] >= (Open[0] + (4 * TickSize))))
EnterLong(Convert.ToInt32(OrderQuantity), "LSEntry");
------------------------------------------------------------------
Also, in the beginning of OnBarUpdate, I have these lines written:
------------------------------------------------------------------
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1
|| CurrentBars[1] < 0)
return;
------------------------------------------------------------------
How can I change these to allow the script to run multiple data series?
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