Is there a way, with custom code, to identify the instrument I am currently back testing?.
Something like:
string Instrument;
switch (Instrument) {
case ES:
Slippage=2;
Bars.Session.TemplateName="My_15:30 to 22:15";
break;
case CAC40:
Slippage=1;
Bars.Session.TemplateName="My_15:00 to 22:30";
break;
default:
break;
}
It would automatically instrument-custom-fill the back test window menu as soon as I select the strategy.
Thanks
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