So, below is my code. Not shown is another conditional to set CumulativeDeltaCheckShort=True if it meets my requirements for the trade, but that bit isn't important. What is important, is that with chart setup for 5 minute bars, and IntrabarOrderGeneration=True, when I run this code live with autotr...

Thanks so much! I knew it had to be documented somewhere but for the life of me I couldn't find it so appreciate the link.

So, I was going live today with first strategy, it failed and Auto-trading was turned off because of the below reason. The error in my MessageCenter Log: tU-195C-07.03.2022/09:47:22.965 299;1;1;5;"Source: Rithmic 01\nMessage: Instrument: MES\nOrder: Sell Market 1\nStatus: Rejected\nReason: Invalid o...

I'm new to this world of optimization and need some help. I understand there are three main different types, but I guess I don't really know how to use them efficiently. I've successfully coded in a working, profitable strategy, but now how to optimize it. I'm a bit overwhelmed, because while I can ...