autotrading with data2  [SOLVED]

Hello,

I am trying to autotrade a few markets with 5 minute bars with a system that uses a second series of data in the data2 area. The data1 series (the traded market) are simply the current month realtime futures contract from CQG, while the data2 series is the same market, also 5 minute bars but with a longer history of a few years . The data 2 series is a continuous series, and is for calculating longer term indicators on the market such as 100 day average true range, etc. The data 2 series is ascii mapped to a file that is updated on a daily basis after the market closes from a third party data vendor, but not updated on a realtime basis throughout the day as the data1 series is. The indicators used in the system from the data2 series are only calculated once on the 1st bar of the day, and then if those calculations indicate a trade can be taken, the code will fire a market order at a specified time if the market is higher/lower by a certain amount from the open price.

The backtesting works fine, but autotrading does not work whenever there is any reference to the data2 series in the code for the system. For some reason it never sends orders when it should. If I simply take out the references to the data 2 series inthe code it works fine and autotrading takes place. Does anyone have a suggestion as to why this happens and how to fix it? I don't want to "Merge" the continuous data with the realtime data because I would like to trade this in portfolio trader and the Merge function is not available there yet.

Thanks.

Hello juanmon,

Most likely the Realtime-History Matching is not configured properly.

yes, disabling that feature fixed the problem. Thanks!