The OnEndOfDay() function now includes a string parameter - OnEndOfDay(string symbol) - so if you are running multiple asset types (e.g. FOREX and Stocks) it will fire the EOD event twice -- once at 3.50pm, and a second time at 11.50pm (before FX market close).
NathanGeorge
public void OnData(TradeBars data) { if (Securities[idChartSymbol].Exchange.ExchangeOpen == false) { lastExcOpen = false; return; // Wait for equities market to open to trade } else { if (lastExcOpen == false) { // if market just opened Log("start of day"); openPrice = data[idChartSymbol].Price; } lastExcOpen = true; } }
P.S. Having the IDE available for inserting and formatting code in comments would be a nice feature; I know I can attach a project too, but just sayin.Jared Broad
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Gustavo Avilés
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