I have an strategy with 2 data series, 1 of the series is 1-tick bars
I also have an indicator with 2 data series, 1 of the series is 1-tick bars
Here's what I'd like to do:
1) I want the strategy to be able to use Level 1 data (bid, ask). In live trading I want my execution to be based on the current bid/ask data.
2) The indicator doesn't require bid/ask data. It just needs the price of the last trade. Also, the indicator code requires COBC = true - even though the bars are 1-tick bars.
My question:
How do I get what I'd like to do? I need the strategy to react to changes in the bid/ask. My guess is that I need COBC = false to get the most current info but I'm not sure. Would I get all Level 1 changes in Last, Bid, Ask with a 1 tick series AND COBC = true?
What is the difference between COBC = true on a 1 tick bar and COBC = false? Do both have all Level 1 info?
Does NT consider 'tick data' to be a trade or is it every Level 1 change (i.e., all changes to the bid/ask)?
If required, can I set the strategy to COBC = false and have it call an indicator that has COBC = true?
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