Enter and Exit market using different chart resolution
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Enter and Exit market using different chart resolution
Hi, I am testing a strategy, and would like to see what can I do to enhance the profit/minimize lose.
So this strategy A is using resolution of 3 minutes. When an entry signal happens, it will enter long/short. However, I want to use the same strategy A with resolution of 1 minute as exit signal.
Previously, I coded this in NinjaTrader by Add() a same instrument with different resolution, and the OnBarUpdate() will be fired for every 1 minute and every 3 minutes, and I can differentiate this current OnBarUpdate() call is fired by the 1 or 3 minutes bars.
Now, in Multicharts.net, I had tried a few approaches:
1) Add a new instrument using BeginLoadData(), but the historical data I got is not sync with CalcBar()... It might work in real time, but not backtest.
2) Use CustomInstrument, it seems sync with time, but if my main chart is 1 min, CalcBar() is only being called every 1 minute, same as the main chart. However, I can refer to the CustomInstrument object for 3 minute data, so for every 3 minutes in main chart, I will refer CustomInstrument and calculate signal.
Any smarter ways of approaching this issue? Sorry if my question is not clear enough, I will try my best to explain again.
