ThePatientOne
05-02-2007, 09:46 AM
I am trying to overcome not being able to enter the market across bar series in a multiple data series strategy.
I have created a test strategy that contains:
BarsArray[0] = 1min ER2 06-07
BarsArray[0] = 1min DJIA
BarsArray[0] = 1min ER2 06-07
Attached is a screen shot of the output window when I print out the date/time when a particular BarsInProgress index comes into the OnBarUpdate() method.
Notice that only the BarsInProgress == 1 is being updated every minute.
Can you shed some light on this?
Thank you.
I have created a test strategy that contains:
BarsArray[0] = 1min ER2 06-07
BarsArray[0] = 1min DJIA
BarsArray[0] = 1min ER2 06-07
Attached is a screen shot of the output window when I print out the date/time when a particular BarsInProgress index comes into the OnBarUpdate() method.
Notice that only the BarsInProgress == 1 is being updated every minute.
Can you shed some light on this?
Thank you.