I have multi-instrument strategy - currencies, same time frame.
My strategy check custom indicator if its value is 1. If yes, strategy submit an order.
Indicator uses two time frames - one is the same as in the strategy, second one is a higher time frame.
I have 18 instruments in the strategy and I am using BarsInProgress in order to do calculation for every instrument.
Is this possible that strategy added also higher time frame from the indicator and now I have 36 BarsArray, not 18.
Can I somehow filter this extra BarsArray with higher time frame in the strategy so the strategy was not doing its calculations on them?
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