This would be used in a multi-instrument strategy. One of the date series that I would require is a record of whether the strategy is long/short/neutral in a given instrument on a given bar.
I would like to evaluate this in the OnTermination block of the strategy, and I don't want to manually track the positions as the strategy runs. Is there any way to automatically pull the market position on a given bar in the backtest?
(As I understand it, the Positions[] method only applies to the current bar. Please correct me if I am just not using it correctly)
Thanks!
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