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Exit Long with multi instrument..
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X
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zachj, no that would not be possible from the Initialize() method - you would need to work from the OnBarUpdate() where the timestamp info would be available to do the needed comparisons. Yes, just iterate through the BarsInProgress on your condition hit, in the managed approach the ExitLong for the instruments where you would not have a position on would be ignored then.
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Exit Long with multi instrument..
If I have many instruments within one script is it necessary to specify the BIP for ExitLong()
Say for instance I want all positions for all instruments to exit by 3:55 everday as below do I need to specify a BIP? Is this something I can put in Initialize()?
if (ToTime(Time[0]) >= 155000)
{
ExitLong();
}Tags: None
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