Have the following piece of code
Code: Select all
[IntrabarOrderGeneration = True]
vars: IntraBarPersist sell_level(0);
sell_level = maxlist(sell_level, c-sellstop);
Some print statements:
Line1: sell level is 1.31530, c,1.31550
Line2: sell level is 1.31528, c,1.31548
Line3: sell level is 1.31527, c,1.31547
Line4: sell level is 1.31526, c,1.31546
sell_level is declared as intrabarpersist so that if the current 'c-sellstop' (sellstop=0.0002) is greater then sell_level updates otherwise it should hold the previous value.
Im seeing here that the variable does not seem to hold the max value but in effect is 'c-sellstop' ?
Intrabarpersist does not seem to be working?
Tried this with intrabarpersist on/off similar behaviour?