In addition to the two data series on the chart, the strategy also has this line in the initialize section:
Add("ES 06-13", PeriodType.Minute, 5);
When I run the strategy, I'm only getting a long order for FAS (the primary).
Here the relevant snippet within the OnBarUpdate:
if (BarsInProgress == 0
&& ToTime(Time[0]) >= TimeStart
&& ToTime(Time[0]) <= TimeEnd
etc...)
{
EnterLong(0, 200, "enterLongFAS"); //this executes OK
EnterLong(1, 1, "enterLongES"); //this does NOT execute
}
Any help is appreciated... thanks!
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