Hi. I'm trying to debug a strategy (multi- instrument, actually multi timeframe, daily and 5 min bars on the same instrument), and I noticed that my exit condition wasn't being hit where expected. I added some debugging code in visual studio, and sure enough, it looks like a range of data/ dates isn't being hit or recognized in my code. To clarify, the trade in question enters on 5/17/12. My debugging code checks to see if I'm long a position. If I am, I have another condition to check if the date of the current bar is > 5/31/12. The condition is never hit, and the trade exits on 8/1/12. So from 6/1/12-7/31/12, I miss my exit point, and can't even debug it. What am I missing? Here's the relevant debugging code:
if(Position.MarketPosition==MarketPosition.Long)
{
if(DateTime.Compare(DateTime.Parse("5/31/12"),Time[0].Date)<0)
{
//misc code here, never gets hit.
}
}
I can step through it bar by bar up to 5/31, then from 7/31 on.
if(Position.MarketPosition==MarketPosition.Long)
{
if(DateTime.Compare(DateTime.Parse("5/31/12"),Time[0].Date)<0)
{
//misc code here, never gets hit.
}
}
I can step through it bar by bar up to 5/31, then from 7/31 on.
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