for an array
AddDataSeries("CL 10-20", new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 330 }, "Nymex Energy RTH");
AddDataSeries("CL 10-20", new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1110 }, "Nymex Energy Night");
// Europe Futures
AddDataSeries("FESX 09-20", new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 540 }, "Euronext GMT Index Futures RTH2"); // 19
// Asia Futures
AddDataSeries("NKY 09-20", new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 375 }, "SGX Nikkei Index Futures"); // 20
Will this setting close any open positions at each discrete session / instrument session close? In other words does the setting "IsExitOnSessionCloseStrategy = true;" work for each independent session and instrument in isolation, and leave other array positions untouched?
Regards
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