Can the engine see the volume of next bar?
Alicc last edited by Alicc
Hi all, I face a problem on simultaneously execution of multi assets. My strategy needs the backtest engine to execute assets simultaneously ( 4 assets, 2 buy orders and 2 sell orders) in next bar( 5 mins bar or 10 mins bar). So I want to know can I see the volume of next bar in next() function, if I can see the volume of next bar, then I can send no order if there is a leg with 0 volume. Or is there any other solution to this problem. Thanks all.