I have a 4500 tick chart (main data series....BarsInProgress = 0) and added a 1 minute data series to my strategy script (BarsInProgress = 1).
I simply want to capture and count how many bars from the 1m exceeded volume by a certain level while my 4500 tick data series was still open. Any thoughts and guidance would be greatly appreciated.
My strategy is set to CalculateOnBarClose = true, so I'm fine with waiting until after the main data series closes.
-Mike
Comment