I am having some trouble backtesting a custom strategy. This strategy runs on live data in my sim account, but will not run in strategy analyzer.
A little about the strategy:
- My entries are made in OnMarketData() -- I am using EnterLongLimit
- My stops/targets are made in OnExecutionUpdate() -- I am using ExitLongStopMarket and ExitLongLimit. isLiveUntilCancelled is set to true
- I am using tick fill resolution
- My connection/historical data are both OK
9/30/2020 5:00:00 PM CancelAllOrders: BarsInProgress=0
9/30/2020 5:00:00 PM CancelAllOrders: BarsInProgress=1
I realize this is vague, so please let me know what else I can provide to help narrow the problem down.
I'm hoping the answer is obvious to those more seasoned than me (you can probably tell I'm not a programmer ) Thanks in advance!
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