I'm backtesting a strategy and I need the bid/ask data plotted on the backtest chart. Right now I have the chart set to chart the bid as bars, which is fine since in this case if I use EnterShort() it is realistic in that it hits the bid. However, I need it to lift the offer (buy at the offer/ask) instead of simply ExitShort() since ExitShort() will just exit, in this case, at the bid, which is not realistic.
I have tried to add the offer on the chart with this in Initialize() to no avail:
Add("ES 03-14", PeriodType.Second, 1, MarketDataType.Ask);
What would be optimal is to have it chart last trade price bars and superimpose the bid/ask lines/bars over this and then submit orders to EnterShort() and ExitShort() at the bid and ask, respectively.
I am using eSignal as my data provider.
Thanks
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