So I have developed some signals for LE/LX and SE/SX. I find that everything works fine for the most part, but over a odd stretch or two it misses a bunch of bars, and then starts calculating the strategy properly again.
For example, say I currently have an current position of 2 long positions and then get a signal to liquidate one position. MC doesn't liquidate the position, but the print statement in the loop for liquidation says that 1 position should be liquidate (i.e. it entered the loop correctly).
I have the bar magnifier on at 1 minute for a 60 minute bar, and when I step through the output in the PowerLanguage Editor, it keeps stepping through the same loop, and the CurrentShares stays at 2.
After about say like 50 bars, it starts to work normally again (i.e. all the signals are correct)
Has anyone else had similar issues using the Signals.
Signals not filling positions properly
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Re: Signals not filling positions properly
Hello Pschriber2,
We will need the following files from you to study the issue:
We will need the following files from you to study the issue:
- The exported from PowerLanguage Editor signals that are used on the workspaces (PLE: File -> Export -> ...);
- The workspace with the chart window (MC: File -> Save workspace as -> …);
- The exported (*.qmd with data) from QuoteManager instruments (right-click on the symbol in QM -> Export -> Exports Instruments… -> …), which are used on the workspace;
- A screenshot of the issue (particular bar(s) on the chart with time and date).