I am working on signals for use with Portfolio Trader. I have signals which will generate raw orders for all the instruments and then a MM signal, doing some additional magic on top. All my instruments are added as 1 day.
Somehow, I see that my MM Signal is called multiple times per bar. I have stripped down my code to just one relevant line:
Code: Select all
print(datetimetostring_ms(datetime_bar_update));
Code: Select all
...
10/10/2014 14:30:00.000
10/10/2014 14:30:00.000
10/13/2014 14:30:00.000
10/13/2014 14:30:00.000
10/14/2014 14:30:00.000
10/14/2014 14:30:00.000
10/15/2014 14:30:00.000
10/15/2014 14:30:00.000
10/16/2014 14:30:00.000
10/16/2014 14:30:00.000
10/17/2014 14:30:00.000
10/17/2014 14:30:00.000
10/20/2014 14:30:00.000
10/20/2014 14:30:00.000
10/21/2014 14:30:00.000
10/21/2014 14:30:00.000
10/21/2014 14:30:00.000
10/21/2014 14:30:00.000
10/23/2014 14:30:00.000
10/23/2014 14:30:00.000
10/23/2014 14:30:00.000
10/24/2014 14:30:00.000
Thank you,
best regards, Felix