In the new beta the keywords: BarsSinceExit & BarsSinceEntry it seems that doesn't work when tested on an intraday strategy, could you check ?
Regards,
Danilo
BarsSinceExit / BarsSinceEntry bug ?
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Re: BarsSinceExit / BarsSinceEntry bug ?
Hi Danilo,In the new beta the keywords: BarsSinceExit & BarsSinceEntry it seems that doesn't work when tested on an intraday strategy, could you check ?
Regards,
Danilo
Could you please send an example of when the above doesn't work?
1. What is the symbol resolution?
2. Does the signal reference any data series other than Data1?
3. Are you talking about the results on history, real-time or in auto trading? If it's auto trading, is it in the synchronous or asynchronous mode?
Thank you!
Marina,
The problem has been solved, I was checking a long series of Buy/Sell deals opened at the close of a bar and reversed at the close of the bar next, in this way the value of BarsSinceEntry was always zero, but it's okay, I will use the keyword TotalTrades to help me to put a cap on the max number of daily trades.
Regards,
Danilo
The problem has been solved, I was checking a long series of Buy/Sell deals opened at the close of a bar and reversed at the close of the bar next, in this way the value of BarsSinceEntry was always zero, but it's okay, I will use the keyword TotalTrades to help me to put a cap on the max number of daily trades.
Regards,
Danilo