Multi- instument strategy giving results I'm not expecting

[CSharpTrader]

Hi... I thought I had the basics down of multi-instrument strategies but apparently not. The strategy below is returning trades that have no similarities to the conditions coded. For example, entries at 9:35am and 4:00pm (I have coded only between 10-2), no moving average conditions present as specified, etc. Any ideas?

protected override void Initialize()
        {
            CalculateOnBarClose = true;
            Add("SPY",PeriodType.Minute,5);
        }

        protected override void OnBarUpdate()
        {
            if(CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired){return;}
            else
            {
                if(BarsInProgress==0)
                {
                    if(((ToTime(Time[0])>= 100000) && (ToTime(Time[0])<= 140000)) &&
                        (Closes[1][0]>Closes[1][Bars.BarsSinceSession-1]))    //is market up?
                    {
                        if((Close[0]>EMA(50)[0])&&
                            (Close[0]>EMA(10)[0])&&
                            (Open[0]<EMA(50)[0])&&
                            ((High[0]-Close[0])/(High[0]-Low[0])<=.25)&&
                            (CountIf(delegate{return High[1]<=EMA(20)[1];},30)>=28)&&
                            (CountIf(delegate{return EMA(20)[0]<EMA(50)[0];},30)==30)&&
                            (Volume[0]>=SMA(Volume,15)[2]*4))
                        {
                            EnterLong(0,100,"Signal");
                        }
                    }
                    if(Position.MarketPosition==MarketPosition.Long)
                    {
                        if(Close[0]<EMA(20)[0])
                            ExitLong(0,100,"Exit","Signal");
                    }
                }
            }
        }

[sledge]

Where are you testing this? Market Replay? Strategy Analyzer? Sim? Live?

What is the time frame of the main series?

The code looks right glancing at it, but your setup might be incorrect.

Hi... I thought I had the basics down of multi-instrument strategies but apparently not. The strategy below is returning trades that have no similarities to the conditions coded. For example, entries at 9:35am and 4:00pm (I have coded only between 10-2), no moving average conditions present as specified, etc. Any ideas?

protected override void Initialize()
        {
            CalculateOnBarClose = true;
            Add("SPY",PeriodType.Minute,5);
        }

        protected override void OnBarUpdate()
        {
            if(CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired){return;}
            else
            {
                if(BarsInProgress==0)
                {
                    if(((ToTime(Time[0])>= 100000) && (ToTime(Time[0])<= 140000)) &&
                        (Closes[1][0]>Closes[1][Bars.BarsSinceSession-1]))    //is market up?
                    {
                        if((Close[0]>EMA(50)[0])&&
                            (Close[0]>EMA(10)[0])&&
                            (Open[0]<EMA(50)[0])&&
                            ((High[0]-Close[0])/(High[0]-Low[0])<=.25)&&
                            (CountIf(delegate{return High[1]<=EMA(20)[1];},30)>=28)&&
                            (CountIf(delegate{return EMA(20)[0]<EMA(50)[0];},30)==30)&&
                            (Volume[0]>=SMA(Volume,15)[2]*4))
                        {
                            EnterLong(0,100,"Signal");
                        }
                    }
                    if(Position.MarketPosition==MarketPosition.Long)
                    {
                        if(Close[0]<EMA(20)[0])
                            ExitLong(0,100,"Exit","Signal");
                    }
                }
            }
        }

[CSharpTrader]

Thank you sledge. I was running it on 5 min bars in strategy analyzer. I had been backtesting a different strategy from the same analyzer before, and, going out on a limb here, I wonder if this had something to do with it. I say this since after restarting NT and rerunning the strategy (and removing the other instrument) it performed as expected..