I am looking to find out specifically what steps I need to take in order to give my script the ability to execute trades in the middle of a 15-minute bar, triggered by conditions set on a tick series or range(1) series.
I have added the data series I want to use like so..
[CODE/]
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
}
[/CODE]
I need to change the following code to accommodate a secondary series I think, but to what?
[CODE/]
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
[/CODE]
And do I need to sync the secondary series in DataLoaded? I'm not even entirely sure what is meant by this, but it kept coming up.
From the research I've done in other relevant posts, it seems like in order to call the secondary series for an indicator calculation, the BarsArray is used, but for my condition I need to call the Close of the secondary series. In the posts I found it stated that this can be done by something like this "Close[1][0]" which would call the close of the secondary series current/last bar. But all of this literature was from NT7, would the same syntax be used for NT8? How would I implement it so that it's functional?
THE RELEVANT PART OF THE CONDITION WOULD JUST TRIGGER AN ACTION WHEN THE CLOSE OF THE TICK SERIES IS ABOVE THE CLOSE OF THE PRIOR 15 MINUTE BAR(primary series). Sorry for caps, but that is really, broad strokes, all I am trying to do, so if you can walk me through that without any additional information, then you can probably ignore the rest of my post.
Any specified help you can offer would be greatly appreciated, as well as any reference to detailed literature regarding the implementation of intrabar functionality/granularity in NT8.
Thank you!
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