Playing around with your multiple time frame methodology, which has been great so far at the minute level, i.e. signals off 5 min bars and execution off 1 min bars... I am now trying to extend this to looking at daily data for signal generation, but still executing at the highest resolution of 1 min bars... However, while the code seems to be getting to my order entry calls they don't seem to be executing at all (on the 1 min bars). Anything obvious I might be doing wrong...?? Indeed, is what I'm trying to do possible...?
Many Thanks
Comment