There may be a simple answer to this, but I can't seem to find it.
I want to be able to feed in the last traded size (or print) on the ES into a strategy. I only need to know the size and whether it was a sell or buy. I'd need to do this with CalculateOnBarClose = false, I assume.
If this is possible, I'm assuming NT wouldn't be able to backtest on this.
Please let me know if anyone can help or point me in the right direction.
Thanks!
Rick
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