I would like to perform some End-of-Day analysis using the MarketAnalyzer that would scan many symbols and generate an email with a list of the symbols that meet certain criteria. For instance a group of symbols my have initiated buy triggers and another group may have initiated sell triggers.
Can this be coded as a MarketAnalyzerColumn? For instance, the OnMarketData() would be used to evaluate Buy / Sell criteria and when Buy criteria met we update a list (e.g. List<MySymbol> MyBuySymbols). But is there a state event that we can use to generate (using the symbols in MyBuySymbols) an email ?
From a strategy, I believe we could use State == State.Terminated to generate and send the email but does this get called only once upon completing scan of all symbols ?
Additionally, I would only want this to run once, after the close of market.
Any examples available that help with such a solution?
Thanks,
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