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Signals from the previous day triggering trades

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    #31
    Nevermind - I have done it the normal way and it didn't process back orders this time......

    Might have cracked it. Thanks.

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      #32
      Ok sounds good, please let me know what you see now going forward with it.

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        #33
        It was too good to be true.....

        It seems I thought I had cracked it as it worked when 'minimum bars required' was set to 0.

        I reloaded the strategy today and it would not let me enable with min bars set to 0 so I set it to 2 and the same old problems resurfaced.

        Any idea why this would be? Firstly why it wouldn't let me enable the strategy with min bars set to 0 and why this would have any effect on the code. Esspecially since the IF(Historical) statement is still in there?

        I could just try and set min bar to 0 but I want to make sure the code is working absolutely 100% correctly as i'm trying start trading this live with a reasonable amount of contracts.

        Cheers

        Mark

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          #34
          Thanks for the follow up Mark - the only thing I could imagine is that the historical statement is still somehow not reaching the full strategy code so part of it still needed at least the 2 bars to startup. Did you enable it at approx. the same time?

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            #35
            I can't remember to be honest Bertrand. I think I enabled it before the open on Monday and it worked fine. It did not process any historcial bars. I couldn't enable it today without changing the min bar lookback to 2 but then some signals from yesturday where processed at the open. I unenabled it and tried again and it was processing the historcial signals from today as well. The IF (Historcial) statement is at the top if my OnBarUpdate section and seems to work if min bar required is 0.

            I'm just puzzled as to why this happens.

            I'll see if I can enable it tomorrow with min bars 0 but in the meantime, if you could explain the relationship of min bars required to how the strategy operates, I would be grateful.

            Many thanks

            Mark

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              #36
              Working fine today.....

              Could enable with 0 'min bar required' and it was fine.

              I'll monitor it this week and hopefully trade it next week.

              Thanks for the help Bertrand.

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                #37
                You're welcome, glad to hear - the MinBarsRequired would determine how many bars are skipped at the start of the underlying chart series so indicators / conditions used could have time to initialize() their values properly.

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