I want achieve that strategy will not enter position in first 20 bars after last order made before it was enabled.
I am using something like:
Initialize()
foreach (Account acct in Cbi.Globals.Accounts) { if(acct.Name == Account.Name) { PositionCollection positions = acct.Positions; if (acct.Positions != null) { foreach (Position pos in positions) { if(pos.MarketPosition == MarketPosition.Long && pos.Instrument.FullName == Instrument.FullName && pos.Account.Name == Account.Name) { isLongAccountPosition = 1; } } } if (acct.Orders != null) { OrderCollection orders = acct.Orders; foreach (Order ord in orders) { if(ord.Instrument.FullName == Instrument.FullName && ord.Account.Name == Account.Name) { lastLongAccountOrderBar = ord.Time.Ticks; } } } } }
Thanks.
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