BTW, let me first state that WL.Net with the integrated C# SDK is brilliant.

Here's my problem.
I use Asia and European index values in my backtesting. Everything works fine, except I need the latest values to fine-tune my signals.

The problem is that GetExternalSymbol() retrieves the external index (eg. ".N225") in the same scale as the current Bars symbol context. Problems are 2 fold:

1. GetExternalSymbol(".N225") needs to be able to get 1 more day.
Depending on the time of day, GetExternalSymbol(".N225", true) should be able to return 1 more bar of data. I want to run my strategy in the NY pre-open (eg. 8:45AM EST), and I want to be able to use the most recent session's OHLC for the Nikkei225 (and other indices that have just recently closed).

2. Need to do GetExternalSymbol(".FTSE") at 8:45AM EST and access the current intraday.
Again, the problem is that GetExternalSymbol(".FTSE") will not allow retrieving data
outside the time range and scale of the current target symbol context.

I think that it would be very useful to have this capability; is there a work-around?

Thanks in advance.

It's not a problem, just by design: the returned Bars is in the same data scale as the Bars object that the Strategy is currently operating on. Switch your Strategy to intraday data, call SetScaleDaily, get the necessary data, and restore the scale back to original with RestoreScale.

Incidentally, there are some synchronization problems when accessing/synching Daily data from/in an Intraday chart. These will be fixed in the 5.4 release.

fyi, 5.2 was a special educational build, and at this stage it looks like we'll skip 5.3 altogether and hopefully get 5.4 out to Developer customers (with Rankings and Optimization) this summer.