Is there a way to submit an order "on bar open" event in the Strategy Analyzer without using the TickReply?
In my current version of the strategy, I use Calculate.OnPriceChange + IsFirstTickOfBar + TickReply to open an order at bar open price.
If I don't use the TickReply then the OnBarUpdate() calls only on bar close even and the order fills at bar close price...
All I need is to make an entry on bar open price. How can I avoid the TickReply in this case? I don't work inside the bar. Only the first tick needed.
By the way, I use the unmanaged approach.
Thanks,
Lender.
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