I'm working on a strategy that will detect a gap on the S&P500 index, then enter a trade depending on the gap direction. When I'm backtesting with downloaded Market Replay data, it seems to work fine. However, when I apply the strategy to a live chart it stops at one of my debug print statements. See the code below.
Is there something I need to change when checking if there's enough data? Or do I even need that line?
Thanks,
MJ
protected override void OnStateChange() { if (State == State.Historical) { } else if (State == State.Configure) { // Add data series... AddDataSeries("MES 06-24", BarsPeriodType.Second, 3); AddDataSeries("^SP500", BarsPeriodType.Minute, 5); } } protected override void OnBarUpdate() { // Check for the S&P 500 series to perform gap analysis... if (BarsInProgress == 2) // Ensure there's enough data if (CurrentBars[0] < 1 || CurrentBars[2] < 1) Print("Not enough data to analyze.") return; // Not enough data to analyze.
Comment