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MarketDataType.Last == good MarketDataType.Ask == no trades

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    MarketDataType.Last == good MarketDataType.Ask == no trades

    Greets,

    I dont understand why this is happening. Same strategy, only made changes by adding another timeframe and it does still take a trade use this below:
    Code:
    [SIZE=4][FONT=Arial][COLOR=#0000ff][FONT=Arial][COLOR=#0000ff][FONT=Arial][COLOR=#0000ff]protected[/COLOR][/FONT][/COLOR][/FONT][/COLOR][/FONT][FONT=Arial][COLOR=#0000ff][FONT=Arial][COLOR=#0000ff][FONT=Arial][COLOR=#0000ff]override[/COLOR][/FONT][/COLOR][/FONT][/COLOR][/FONT][FONT=Arial][COLOR=#0000ff][FONT=Arial][COLOR=#0000ff][FONT=Arial][COLOR=#0000ff]void[/COLOR][/FONT][/COLOR][/FONT][/COLOR][/FONT][FONT=Arial][FONT=Arial] Initialize()[/FONT][/FONT][/SIZE]
     
    [FONT=Arial][SIZE=4][SIZE=4][FONT=Arial][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4]Add(Instrument.FullName, PeriodType.Range, [/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4], MarketDataType.Last); // === BIP3[/SIZE][/FONT]
    [/SIZE][/FONT][/FONT][/SIZE][/SIZE][/FONT]
    Code:
     
    [SIZE=4][FONT=Arial][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff]protected[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff]override[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff]void[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4] OnBarUpdate()[/SIZE][/FONT][/SIZE][/FONT][/FONT][/SIZE]
     
    [FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff]if[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4] (CurrentBars[[/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4]] < [/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]100[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4] || CurrentBars[[/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4]] < [/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]100[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4] || CurrentBars[[/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]2[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4]] < [/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]100[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4] || CurrentBars[[/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]3[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4]] < [/SIZE][/FONT][/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080][FONT=Arial][SIZE=4][COLOR=#800080]40[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4] )[/SIZE][/FONT]
    [/SIZE][/FONT][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff][FONT=Arial][SIZE=4][COLOR=#0000ff]return[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Arial][SIZE=4][FONT=Arial][SIZE=4];[/SIZE][/FONT][/SIZE][/FONT]

    but I make the '.Last' to '.Ask' and no trades happen and no errors in log tab.

    Any ideas why? I will use the '.Ask' price as price target on entrylimit later, but it isnt in the code yet.

    Jon

    #2
    OK ... historical data manager shows I have NO ask data so that is why it doesnt like my strategy.

    Disappointed that there wasnt an error in the log tab about index being put out of bounds
    Last edited by Trader.Jon; 03-19-2011, 04:11 PM.

    Comment


      #3
      Hello,

      Thanks for the follow up.

      Glad you found where the error is. This is expected behaivior, since there was no data to load the strategy never ran. Since it never ran there was no errors to through since no bar data was ever loaded for the strategy to Init().

      You must have data for all added series, otherwise the strategy will not run.

      Let me know if I can be of further assistance.

      Comment

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