I really cannot get my head around this BarsRequiredToTrade property. Technically I think I understand it: it does nothing more than ignoring trade orders that are issued before the bar count of BarsRequiredToTrade is reached.
But I don't really understand the purpose of this property and how to use it properly. I am especially confused about the fact that the user is supposed to set this property to a value _he_ defines (and not the strategy internally).
So some questions please:
- what is the use case of that property? Why would the _user_ use it to refuse orders the _strategy_ decided to issue? Is there maybe an example of what a good use case is for it?
- it is not meant to define the number of bars the strategy needs _technically_ to be able to work, right? So when a strategy uses an SMA(15), the strategy should handle that internally without the user having to set BarsRequiredToTrade, right?
Comment