I want to use the code structure:
protected override void OnCalculatePerformanceValue(StrategyBase strategy)
{
foreach (Trade t in strategy.SystemPerformance.AllTrades)
{
//Code
}
}
but I receive the error: "The type or namespace name 'Trade' could not be found (are you missing a using directive or an assembly reference?)"
This code works in a regular strategy but not in the optimization.
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