Switching-bar-scales-during-live-trading

CODE:
using System;
using WealthLab.Core;
using WealthLab.Indicators; 
using WealthLab.Backtest; // Retained for type definitions

// --- FIELD DECLARATION ---
// Add this field declaration at the top of your strategy class
private BarHistory _oneMinBars; 


public override void Initialize(BarHistory bars)
{
    // ... Existing initialization code for 5-minute bars ...
    
    // 1. Get the current symbol (e.g., MNQH25, which you determine with your helper function)
    DateTime startDate = bars.DateTimes[0];
    string activeSymbol = DetermineFuturesSymbol(startDate);

    // FIX: Removing 'base.StrategyData' and 'base.Log' which were causing compilation errors.
    // We are trying to call AddSymbol directly, relying on implicit inheritance/access.
    
    // Attempting to access AddSymbol directly.
    _oneMinBars = AddSymbol(activeSymbol, 1, 1);
    
    // The check for null _oneMinBars will now be handled in the Execute method.

    // ... Rest of your initialization ...
}


public override void Execute(BarHistory bars, int idx)
{
    // --- Bar Alignment Check (MANDATORY for multi-timeframe) ---
    // Check for null just in case AddSymbol failed
    if (_oneMinBars == null || bars.DateTimes[idx] < _oneMinBars.DateTimes[0] || _oneMinBars.Count == 0)
    {
        return; 
    }

    // --- Entry Logic: Using 1-Minute Bars for Better Limit Price ---

    // The entry logic is now wrapped in a function and called only if we don't have a position.
    if (Position == null)
    {
        // Replace 'Your long entry signal is true' with your actual condition
        if (/* Your long entry signal is true */) 
        {
            HandleLimitEntry(bars, idx);
        }
    }
    
    // --- Position Management: Sticking to 5-Minute Bars ---

    if (Position.IsLong)
    {
        // You manage your stops/limits using the current 5-minute bar price data (bars.Close[idx], etc.)
        
        // Example: Place a profit target (limit order) based on the 5-min data
        double profitTarget = Position.EntryPrice + 5.0; // 5 points profit
        
        // Use the SellLimit/SellStop functions which will be evaluated on the 5-minute interval
        SellLimit(idx + 1, profitTarget, "5-Min Exit Target"); 
        
        // You are now back to the 5-minute strategy logic for management.
    }
    
    // ... rest of your Execute method logic ...
}

// --- NEW FUNCTION: Encapsulates the multi-timeframe limit entry logic ---
private void HandleLimitEntry(BarHistory bars, int idx)
{
    // 1. Define the time window of the current 5-minute bar
    DateTime currentBarStart = bars.DateTimes[idx].AddMinutes(-bars.Interval);
    DateTime currentBarEnd = bars.DateTimes[idx];
    
    // 2. Find the low price during this 5-minute interval using the 1-minute bars.
    // We look for the lowest low price observed during the 5-minute bar.
    
    // This method finds the lowest price within the 1-minute history 
    // that corresponds to the time range of the current 5-minute bar.
    double lowestPriceIn5MinBar = _oneMinBars.GetLow(currentBarStart, currentBarEnd);
    
    // 3. Calculate your limit price based on the lowest observed price
    // Example: Set the limit price a small amount (e.g., 0.5 points) above the lowest 1-min low
    double entryLimitPrice = lowestPriceIn5MinBar + 0.5; 

    // 4. Place the order using the calculated limit price
    // Note: This order will only be active for the NEXT bar (idx + 1)
    BuyLimit(idx + 1, entryLimitPrice, "Limit Entry (1-Min Price)");
}

// ... rest of your strategy class methods ...