I've created a copy of the 'SampleMultiTimeFrame' Strategy with 1-minute bars as the primary timeframe and I've tried to add daily bars to this strategy without success.
--I'm testing on the ZN 09-08 contract. In the Log file , the strategy initializes but no trades occur. When I remove the daily timeframe several trades occur.
--The only change that I've made to the canned NT strategy is the following line, no other changes have been made:
In Initialize() I've added the following:
Add(PeriodType.Day, 1);
--The primary timeframe is 1 minute bars. The strategy will run when I add tick or minute timeframes, it's only the daily timeframe that is the problem.
--My data provider is IQFeed and I'm able to chart daily data for any given instrument.
Question:
1) Are there any known problems when trying to add a Daily timeframe to a strategy? With or without IQFeed?
2) Can you try to replicate this problem using a copy of the canned'SampleMultiTimeFrame' Strategy ?
Thanks,
Lou
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