Could you please help me?
When I have a multi instrument / multi timeframe strategy – i.e. I have GBPUSD both 1 and 60 min and USDJPY 1 and 60 min.
In that instance what exactly does the method Instrument.MasterInstrument.Round2TickSize() return when used in the OnExecution method?
I would suggest an update on the documentation for this, it is silent on the issue unless I’m looking in the wrong spot.
Thanks and regards,
drolles
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