Using tick by tick porocessing with a period...to limit CPU usage...
private int firstTickAndPeriodInterval =2; //seconds
// On a tick by tick strategy the only way you know when a bar is closed is when
// the FirsTickOfBar is true.
protected override void OnBarUpdate()
{
// Only process entry signals on a bar by bar basis (not tick by tick)
if (FirstTickOfBar)
{
if (CCI(20)[1] < -250)
///do something...once per bar...referencing prior bar just closed...
plotEntryLong();
return;
}
if(!CalculateOnBarClose && (Time[0].Second % firstTickAndPeriodInterval ! =0)) return;
// Process exit signals tick by tick filtered by an interval of seconds
if (CCI(20)[0] > 250) plotExitLong();
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