I have a strategy using cumulative delta which requires a secondary 1 tick time frame and I have an additional 3 minute time frame...
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
AddDataSeries(Data.BarsPeriodType.Minute, 3);
}
I need to synchronize them. Part of the logic is the current close is higher than the open of the 3 minute bar. (for longs)
(Closes[2][0] > Opens[2][0])
It looks like the values of the previous 3 minute candles are being returned not the current.
I see under help guide cumulative delta instructions on syncing the 1 tick time frame.
else if (BarsInProgress == 1)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
}
Comment