(Two questions)
1)
I have a strategy with logic that executes at the close of each bar. It initiates ATM Orders based on certain conditions.
This strategy also has to track current Profit&Loss (e.g. the day's Realized + Unrealized P&L) constantly - with each tick, so that the drawdown within each bar never violates certain limits. In other words, just this portion of the code needs to be executed with each tick, while the rest of the strategy executes at the end of each bar. How can this be accomplished..?
2) A corollary...:
- If I have a strategy that's set to execute On Each Tick, then, how can I add code to that Strategy (assume it's unlocked), that executes only at the close of a bar..?
Thank you for your advice and assistance.
Regards,
RK
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