I´m testing strategies on the weekend and I experience a strange behavior always with playback so I have to ask please:
when connected live my strategies work ok but when connected with playback the doubles from onexecution maintain with 0.
In onexecution I have
if (entryOrderLr1a == execution.Order)
{
if (execution.Order.OrderState == OrderState.Filled)
{
avgFillLr1a=execution.Order.AverageFillPrice;
....
}
In the attached screenshot one can see that the double avgFillLr1a is "0", I plot some numbers in the chart to have control (and so my doubles for derived stops are also 0 of course...)
Again: there is no issue when enabling the strategy with live data (sim or live account) and there would not be a question here now, its referring only to playback.
Thank you!
Tony
Comment