BarsRequiredToTrade

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BarsRequiredToTrade

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Definition

The number of historical bars required before the strategy starts processing order methods called in the OnBarUpdate() method. This property is generally set via the UI when starting a strategy.

 

Note:  In a multi-series strategy this restriction applies only for the primary Bars object.  This means your can run into situations where the primary bars required to trade have been reached, but the additional bars required have not. Should your strategy logic intertwine calculations across different Bars objects please ensure all Bars objects have met the BarsRequiredToTrade requirement before proceeding. This can be done via checks on the CurrentBars array.

 

 

Property Value

An int value representing the number of historical bars.  Default value is set to 20.

 

Warning:  This property should ONLY bet set from the OnStateChange() method during State.SetDefaults or State.Configure

 

 

Syntax

BarsRequiredToTrade

 

Tip:  When working with a multi-series strategy, real-time bar update events for a particular Bars object are only received when that Bars object has satisfied the BarsRequiredToTrade requirement. To ensure this requirement is met, please use the CurrentBars array.

 

 

Examples

ns Setting the default BarsRequiredToTrade value

protected override void OnStateChange()
{
    if (State == State.Configure)
    {
        BarsRequiredToTrade = 20;
    }
}

 

 

ns

Checking BarsRequiredToTrade againt a CurrentBars array

protected override void OnStateChange()
{
  if (State == State.SetDefaults)
  {
    BarsRequiredToTrade = 20;
  }
  else if (State == State.Configure)
  {
    // add 30 minute series for calcuation logic
    AddDataSeries(BarsPeriodType.Minute, 30);
  }
}
 
protected override void OnBarUpdate()
{
  // do not process order logic until bars required to trade is met
  // for both primary and 30-minute series have reached their bars required to trade
  if (CurrentBars[0] < BarsRequiredToTrade || CurrentBars[1] < BarsRequiredToTrade)
    return;
 
  //order logic
}