Hello Andrew,
Thank you very much. I was able to fix the issue with what you suggested. Here is what i did:
I deleted all the data from QuoteManager.
I updated the session to 24 hour i.e:
Now i connected to IQFeed and pulled in the data.
I ran the strategy and it started where it should have.
But now there is another issue, the last bar of each week is being fired twice. For example, here is the data:
The highlighted bar is being calculated upon twice with the same time on the bar:
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Bar : Date = 3/22/2013 | Time = 1800.00 | Open = 1610.90000 | High = 1611.80000 | Low = 1610.80000 | Close = 1610.80000
This is messing up our calculations. This should have only fired once and afterwards should have moved on to
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Bar : Date = 3/25/2013 | Time = 100.00 | Open = 1613.30000 | High = 1615.00000 | Low = 1612.50000 | Close = 1612.60000
So, my logs should have had values like:
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Bar : Date = 3/22/2013 | Time = 1800.00 | Open = 1610.90000 | High = 1611.80000 | Low = 1610.80000 | Close = 1610.80000
Bar : Date = 3/25/2013 | Time = 100.00 | Open = 1613.30000 | High = 1615.00000 | Low = 1612.50000 | Close = 1612.60000
Rather they were:
Code: Select all
Bar : Date = 3/22/2013 | Time = 1800.00 | Open = 1610.90000 | High = 1611.80000 | Low = 1610.80000 | Close = 1610.80000
Bar : Date = 3/22/2013 | Time = 1800.00 | Open = 1610.90000 | High = 1611.80000 | Low = 1610.80000 | Close = 1610.80000
Bar : Date = 3/25/2013 | Time = 100.00 | Open = 1613.30000 | High = 1615.00000 | Low = 1612.50000 | Close = 1612.60000
Can you please let me know what the issue is here?
Regards
Umer