Here's a curly one. Where a custom NinjaScript multi-time frame strategy has primary bars of say 5min and secondary bars of say 60mins (generally longer-term), is it possible to have the longer-term secondary bars calculate real-time while the primary bars calculate on bar close?
I've designed indicators that operate separately on the two different time frames, and intended to bring them together with a multi-time frame strategy. The longer term indicator is "CalculateOnBarClose = false;" while the short-term indicator is "CalculateOnBarClose = true;". The strategy script that combines these two indicators and operates with the primary bars as 5min is "CalculateOnBarClose = true;".
At this stage, I've only run this strategy on historical data. Understanding that this strategy would have to be run in real-time to be correctly tested, is it likely to work, or possible?
As always, thanks
Shannon
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