Hello
I have the following problem. I have two instruments, which I created myself. Let's call them:
- InstrA
- InstrB
both are stocks.
I created a strategy and it works when I let it run on InstrA or on InstrB. So far, so good.
What I want to do now is to produce signals with data on InstrA and execute orders on InstrB. I added in the initialize routine this statement:
Add("InstrB", PeriodType.Day, 1);
When I do this, I see that the Initialize-Routine is executed, but the OnBarUpdate() is never called. There is also no error in the log.
When I add the instrument with a exchange:
Add("InstrB Globex", PeriodType.Day, 1);
the result is the same.
When I add one of the default stocks, such as AAPL, then OnBarUpdate() is called. There must be something in the definition of the instrument. But what? And why is it running on that instrument when I apply the strategy directly to it?
Thanks for your help
Andre
I have the following problem. I have two instruments, which I created myself. Let's call them:
- InstrA
- InstrB
both are stocks.
I created a strategy and it works when I let it run on InstrA or on InstrB. So far, so good.
What I want to do now is to produce signals with data on InstrA and execute orders on InstrB. I added in the initialize routine this statement:
Add("InstrB", PeriodType.Day, 1);
When I do this, I see that the Initialize-Routine is executed, but the OnBarUpdate() is never called. There is also no error in the log.
When I add the instrument with a exchange:
Add("InstrB Globex", PeriodType.Day, 1);
the result is the same.
When I add one of the default stocks, such as AAPL, then OnBarUpdate() is called. There must be something in the definition of the instrument. But what? And why is it running on that instrument when I apply the strategy directly to it?
Thanks for your help
Andre
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