It seems to have trouble to re-enter the market on Mondays. Could you please check the code in my sample strategy.
/// <summary> /// Called on each bar update event (incoming tick) /// </summary> protected override void OnBarUpdate() { { if (Time[0].DayOfWeek == DayOfWeek.Monday && ToTime(Time[0]) >= 060000) { // Condition set 1 if (SMA(Close, Fast)[0] > SMA(Close, Slow)[0]) { EnterLong(DefaultQuantity, ""); } // Condition set 2 if (SMA(Close, Fast)[0] < SMA(Close, Slow)[0]) { EnterShort(DefaultQuantity, ""); } } } if (Time[0].DayOfWeek == DayOfWeek.Friday && ToTime(Time[0]) >= 200000) { ExitLong(); ExitShort(); } } #region Properties [Description("")] [GridCategory("Parameters")] public int Fast { get { return fast; } set { fast = Math.Max(1, value); } } [Description("")] [GridCategory("Parameters")] public int Slow { get { return slow; } set { slow = Math.Max(1, value); } } #endregion
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