Trade /ES on VIX chart

[eleven]

Hello, I would like to run a strategy on a VIX chart (primary bars), but place trades on /ES (secondary bars). I have cobbled together example code below, however, it doesn't do what I want to achieve. Any help on how to do this would be appreciated.

        protected override void Initialize()
        {
            CalculateOnBarClose = true;
            Add("ES ##-##", PeriodType.Day, 1);
        }

        protected override void OnBarUpdate()
        {
        if (BarsInProgress != 0)
            return;
        
            // Long Entry #1
            if (CrossAbove(SMA(5), SMA(20), 1))
            {
                EnterLong(1, DefaultQuantity, "LEn1");
            }

            // Long Exit #1
            if (CrossBelow(SMA(5), SMA(20), 1))
            {
                ExitLong(1, "LEx1", "LEn1");
            }
        }

[sledge]

It looks okay by reading the code... can you be more specific as to what it is not doing? Is it disabling?


Open an output window to check for any error messages if it is disabling.

You might have a CurrentBar check issue?

[eleven]

Thanks Sledge. I opened the output window and I saw what was going on. In my original code I didn't specify BarsInProgress parameter with BarsSinceEntry() > 10.