Scenario Using NT 6.5.10 with ZenFire:
I trade off Volume Charts but need to access the (PeriodType.Minute,1440) chart to retrieve the ATR(14) from yesterdays daily bar. I only need to access that value once per day so I am trying to set it within the Initialize() Method for performance reasons. No matter what I do its not working. I have tried duplicating the Strategy Examples and have used my favorite key (F1).
How can I do this?
Thanks
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