I`m creating multi-instrument strategy. For reading quotes (Ask,Bid) from Instruments I`m using at first
if (State == State.Configure) { AddDataSeries(BarsPeriodType.Minute, 60); AddDataSeries(BarsPeriodType.Day, 1); }
And after, in OnBarUpdate() I`m using
if(BarsInProgress == 0) //for Main Instrument { double current_price_Instrument_Main = GetCurrentAsk(0); } if(BarsInProgress == 1) //for Second Instrument { double current_price_Instrument_Second = GetCurrentAsk(1); }
In Chart, I`m using Data series with Future for CL(Oil) and M6E
P.S. if I will use "instrument name" inside AddDataSeries - I will have correct quotes from second Instrument. But its not a good idea for futures (rollovers and ets)
I don`t understand what is a problem.
Can somebody help me solve this problem?
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