SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Wed Nov 21, 2018 11:51 pm

All times are UTC + 3 hours




Post new topic Reply to topic  [ 1 post ] 
Author Message
PostPosted: Fri Mar 20, 2015 2:35 pm 
Offline

Joined: Sun Oct 07, 2012 4:16 pm
Posts: 25
multiple time frames with different input type does not work。

1.
BarFactory.Add(instrument, BarType.Time, 60, BarInput.Trade);
BarFactory.Add(instrument, BarType.Time, 61, BarInput.Trade);
OnBar will be fired every 60s and 600s.

2. but
BarFactory.Add(instrument, BarType.Time, 60, BarInput.Bid);
BarFactory.Add(instrument, BarType.Time, 61, BarInput.Ask);
OnBar will only be fired every 60s.

and
BarFactory.Add(instrument, BarType.Time, 61, BarInput.Ask);
BarFactory.Add(instrument, BarType.Time, 60, BarInput.Bid);

OnBar will only be fired every 61s.


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 1 post ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 1 guest


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group