I am using a strategy (fully automated) that is sending orders on 7 instuments. My initialize looks like this:
protected override void Initialize()
{
Add("6S 12-11", PeriodType.Minute, 1); //1
Add("6S 12-11", PeriodType.Minute, 5); //2
Add("6E 12-11", PeriodType.Minute, 1); //3
Add("6E 12-11", PeriodType.Minute, 5); //4
Add("6B 12-11", PeriodType.Minute, 1); //5
Add("6B 12-11", PeriodType.Minute, 5); //6
Add("6C 12-11", PeriodType.Minute, 1); //7
Add("6C 12-11", PeriodType.Minute, 15); //8
Add("6J 12-11", PeriodType.Minute, 1); //9
Add("6J 12-11", PeriodType.Minute, 15); //10
Add("6B 12-11", PeriodType.Minute, 1); //11
Add("6B 12-11", PeriodType.Minute, 15); //12
Add("6A 12-11", PeriodType.Minute, 1); //13
Add("6A 12-11", PeriodType.Minute, 10); //14
EntriesPerDirection=1;
CalculateOnBarClose = true;
ExitOnClose = false;
TraceOrders=true;
Slippage=1;
IncludeCommission = true;
}
All of my orders are market orders and look like this:
if (BarsInProgress==8) {
if (Condition == true)
entryLong = EnterLong(7, 1, "LongEUR1");
}
This morning one Order executed on "6C 12-11" and targets were set fine (BarsInProgress Index 7 and 8). Now I see in the strategy backtest that another order should have been executed on "6J 12-11" in the afternoon but nothing happened in my live working strategy (BarsInProgress Index 9 and 10)! Not even an error message!
Does anyone know what the problem is? Or any ideas how to find the bug?
Thank you!
Stitch
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