Hi,
Where should I do things that I only want executed once? What I'm trying to do is connect to a TCP socket and as orders come in, through that socket, I will process them. So do I do my connection logic in Execute or some other method.
I'm not sure how the Strategy Monitor is going to execute my script. My script will be running on 1 minute bars. I would like the connection to be established once and then used by the script on subsequent executions.
Is this possible?
Thanks,
-Frank
Size:
Color:
Size:
Color: