protected override void Initialize() { Add(PeriodType.Minute, 3); Add(SMA(20)); }
In OnBarUpdate method we can write something like SMA(BarsArray[1], 20) to get value based on 3 minutes chart, but in Initialize method I can't write Add(SMA(BarsArray[1], 20)).
PS: sorry, wrong section... need move it to Strategy Development
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