rio de janeiro, rj/brazil
Experience: Advanced
Platform: ninja trader, dukascopy
Trading: futures
Posts: 9 since Aug 2012
Thanks Given: 0
Thanks Received: 0
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I need to set some "pausing", blocking a strategy to generate any other for x minutes since last closing order (in case it was a loss), to improve my strategies performance.
So I need to store -> time_from_last_loss = toTime (when this event occurs) to check it against toTime (onBarUpdate()) to block or allow new trades.
But I am in trouble.
For instance, Does anyone know how can I store time_from_last_loss in case of a stop loss order?
Or maybe, there is some functionality on NT libraries.
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