The following code working in NT6,5 but does not work in NT7:
protected override void OnBarUpdate()
{
if (BarsInProgress == 1)
{
if (Bars.FirstBarOfSession)
{
// Store the strategy's prior cumulated realized profit and number of trades
priorTradesCumProfit = Performance.AllTrades.TradesPerformance.Currency.CumProfit;
}
}
}
/// <summary>
/// Called on each incoming execution
/// </summary>
protected override void OnExecution(IExecution execution)
{
if (BarsInProgress == 1)
{
if (Performance.AllTrades.TradesPerformance.Currency.CumProfit > priorTradesCumProfit )
{blokadaPierwszegoWybicia = true;}
if (Performance.AllTrades.TradesPerformance.Currency.CumProfit <= priorTradesCumProfit)
{blokadaPierwszegoWybicia = false;}
}
}
8/11/2010 8:11:00 AMprofit =11742.5
8/11/2010 8:11:00 AMblokadaPierwszegoWybicia =False
8/11/2010 8:11:00 AMpriorTradesCumProfit =11742.5
8/11/2010 8:12:00 AMprofit =15242.5
8/11/2010 8:12:00 AMblokadaPierwszegoWybicia =True
8/11/2010 8:12:00 AMpriorTradesCumProfit =11742.5
In NT7 flag do not change state:
8/11/2010 8:11:00 AMprofit =11237.5
8/11/2010 8:11:00 AMblokadaPierwszegoWybicia =False
8/11/2010 8:11:00 AMpriorTradesCumProfit =11237.5
8/11/2010 8:12:00 AMprofit =19382.5
8/11/2010 8:12:00 AMblokadaPierwszegoWybicia =False
8/11/2010 8:12:00 AMpriorTradesCumProfit =11237.5
How to fix this problem.
Rgds
Czarek.

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