|11-12-2009, 01:00 AM||#1|
Join Date: Jun 2008
Thanked 3 times in 3 posts
Adding minute and daily data to a strategy
I'm creating an intraday strategy using minute data. I also want to be able to use values from the previous day (ie: open, close, etc of previous day).
In the initialise function for the strategy, i use:
Add(PeriodType.Day, 1); // doesn't work with this line inserted
I run the strat with 1min bars selected in the strat options.
I access the different data for different timeframes the usual way,
eg: Closes (for say the 3 minute data).
If i put in the 3rd add as above, to add the daily data (i would presume), the strategy doesn't run through. I don't get any error in the log output. Strategy appears to run, but if I put any debug "Print" statements in to see if it's cycling through each "onbarupdate" call, i don't get any output in the output window.
I'm assuming there's some kind of error but it's not reporting it.
I'm wanting to be able to access data from the previous day, so can do calls such as:
Closes for example
or current daily data (eg high of current day):
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