Get Events for all the Symbols in a Bot

amusleh
14 Dec 2021, 10:21

Hi,

You have to subscribe to all symbol Bars BarOpened event, not just the current symbol Bars:

 [Parameter(DefaultValue = "AUDCAD,AUDCHF,AUDJPY,AUDNZD,AUDUSD,CADCHF,CADJPY,CHFJPY,EURAUD,EURCAD,EURCHF,EURGBP,EURJPY,EURNZD,EURUSD,GBPAUD,GBPCAD,GBPCHF,GBPJPY,GBPNZD,GBPUSD,NZDCAD,NZDCHF,NZDJPY,NZDUSD,USDCAD,USDCHF,USDJPY")]
    public string InstrumentList { get; set; }

    protected override void OnStart() {
      string[] symbols = InstrumentList.Split(',');
      Print("Symbols to get: {0}", InstrumentList);
      Symbol[] SelectedSymbols = Symbols.GetSymbols(symbols);
      Print("Selected symbols: {0}", string.Join(", ", SelectedSymbols as object[]));
      foreach (Symbol symbol in SelectedSymbols) {
        if (symbol == null) {
          Print("Null symbol");
          continue;
        }

        Bars bars = MarketData.GetBars(TimeFrame.Minute, symbol.Name);
        if (bars == null) {
          Print("Null bar for symbol {0}", symbol);
          continue;
        }

        bars.BarOpened += BarOpened;

      }
      PendingOrders.Filled += PendingOrderFilled;
      Positions.Opened += PositionOpened;
      Positions.Closed += PositionClosed;

      Print("Started");
    }