|07-02-2010, 08:54 AM||#1|
Join Date: Apr 2010
Thanked 2 times in 1 post
Multi-timeframe strategy skips lower timeframe bars at one point
My strategy uses 60min bars and 1min bars and on one day on GBPUSD - 2010-03-09 - it doesn't execute the 1min bars.
I print out the OHLC on every bar to make debugging easier and I don't see any print() in the output for the 1min bars on this date.
What should I be looking for here? What could stop the onBarUpdate event from firing?
The only suspicious thing I see is that the price gaps down 50 points at midnight 2010-03-08.
I tested using one of the sample strategies
Ah, actually looking at the minute bars in the chart for the sample strategy, it shows no minute bars for 2010-03-09 until 22:16 (the forex session start) which accounts for the apparent gap on the chart, but the data is there in the HDM for the whole day from 00:01 to 00:00
What could this be down to?
Last edited by adamus; 07-02-2010 at 08:57 AM.
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