Hi guys,
I wanted to post sooner but couldn't because of the weekend site maintenance.
I figured out the issue. If you look at the first condition I have, where I compare the two EMA values, you'll notice that it runs on a different data set (different time frame). This particular condition uses 60 minute bar data.
All the other conditions run on 15 minute bar data. I had CalculateOnBarClose set to true, which means the strategy was waiting for the next hourly bar to finish before it could evaluate the entire condition set and place or not place the order.
Thanks for all the help. Can't believe it took me 4 days to spot this!
I wanted to post sooner but couldn't because of the weekend site maintenance.
I figured out the issue. If you look at the first condition I have, where I compare the two EMA values, you'll notice that it runs on a different data set (different time frame). This particular condition uses 60 minute bar data.
All the other conditions run on 15 minute bar data. I had CalculateOnBarClose set to true, which means the strategy was waiting for the next hourly bar to finish before it could evaluate the entire condition set and place or not place the order.
Thanks for all the help. Can't believe it took me 4 days to spot this!
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