I see I can use InsideBid and InsideAsk in association with my studies and charts. Near as I can tell, I will need to create a 1 tick chart as data1 and move my 5 minute bars to data2 and run the system logic on that data series, if data2 sees that I want to buy at x then
if InsideAsk >=x then buy at market.
I haven’t put this into practice, but I assume this is the process.
Two questions;
- Am I off on this? is this as good as it gets or is there a more direct way of accomplishing the above? Is so please point me in that direction. I would like to actually look at the stream of Bid and Ask not be limited to the snapshot of what is happening when a tick occurs. Thoughts?
Is MC.NET better suited for this? If so, can you explain what that flow would look like?
Just me