Hi,
I'm working on a strategy that uses two time frames: 1 minute bar to enter orders and 1 tick bar to exit orders (trailing stops, etc..)
As a start, I've modified the SampleMACrossOver strategy to include another timeframe, but I'm getting wrong orders and the strategy gets disabled.
This is the modified code:
What I'm doing wrong?
Thanks!
I'm working on a strategy that uses two time frames: 1 minute bar to enter orders and 1 tick bar to exit orders (trailing stops, etc..)
As a start, I've modified the SampleMACrossOver strategy to include another timeframe, but I'm getting wrong orders and the strategy gets disabled.
This is the modified code:
Code:
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
SMA(Fast).Plots[0].Pen.Color = Color.Orange;
SMA(Slow).Plots[0].Pen.Color = Color.Green;
Add(SMA(Fast));
Add(SMA(Slow));
Add(PeriodType.Tick, 1); //New time frame to handle exits.
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick).
/// </summary>
protected override void OnBarUpdate()
{
// Check which Bars object is calling the OnBarUpdate() method
if (BarsInProgress == 0)
{
// Do something within the context of the 1 minute Bars here
if (CrossAbove(SMA(Fast), SMA(Slow), 1))
EnterLong();
else if (CrossBelow(SMA(Fast), SMA(Slow), 1))
EnterShort();
Print("BarsInProgress: "+BarsInProgress+" "+Time[0]+" Close[0]:"+Close[0]);
}
else if (BarsInProgress == 1)
{
// Do something within the context of the 1 tick Bars
Print("BarsInProgress: "+BarsInProgress+" "+Time[0]+" Close[0]:"+Close[0]);
}
}
Thanks!
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