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Open Bug report MC-2493 » Closed Bug report MC-2492

.NET 11 PortfolioTrader with a FlipFlop strategy fails to execute on 1minute bars (regardless of the source)

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icon_info.png This issue has been closed with status "Duplicated" and resolution "Not determined".
Description

Set following strategy:

using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;
using ATCenterProxy.interop;

namespace PowerLanguage.Strategy {
public class FlipFlop : SignalObject {
public FlipFlop(object _ctx):base(_ctx){}
private IOrderMarket buy_order, short_order;
private int lastSignal;
protected override void Create() {
// create variable objects, function objects, order objects etc.
buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
lastSignal = 0;
}
protected override void StartCalc() {
// assign inputs
}
protected override void CalcBar(){
// strategy logic
if(/*CurrentPosition.Side == EMarketPositionSide.Flat && */(lastSignal != 1)){
buy_order.Send();
lastSignal = 1;
} else if(/*CurrentPosition.Side == EMarketPositionSide.Flat && */(lastSignal != -1))
{
short_order.Send();
lastSignal = -1;
}else {
//this.GenerateExitOnClose();
}
}
}
}

It is designed to enter sequentially long then short. And it works on any 1 minute chart.
Set a Portfolio Trader in .NET (tried on latest 11.0) with 10 futures symbols set on 1 minute (data source=IQFeed) on a Paper Trader account.
Add our above FlipFlop strategy.
Hit the Automate Order Execution button. Surprise: nothing happens ... no orders, no nothing.

With such behavior how can we trust Portfolio Trader with live brokerage accounts ... one wonders.

Thanks

Steps to reproduce this issue

see above

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