The other day try to develop a strategy with ATM entries inside the OnMarketData function,
Can I entry order with ATM for example at 8:30:30 seconds in last price with compare ask?
I have had problems to executing this command and I think that error is because I can´t enter different time frames... only when barclose? Probably i need change my CalculateOnBarClose to false?
Is this a configuration general variable for my strategy?
Is it possible to make entry order ATM tick a tick and control this order in OnMarketData LastPrice?
On the other hand I have detected that the ondatadataprocess is executed 2 times, does anyone know why it can be?
Thank you very much greetings
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