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**demarcog** · 11-10-2007, 12:58 PM

zmendel,

Normally when you are using the same script for historical bar processing/back testing and realtime you need to determine if you are processing historical bars or processing realtime first.

When setComputeOnClose() is not being used realtime processing can be determined by a combination of getBarState() == BARSTATE_NEWBAR and getCurrenttBarindex() == 0.

Then a "flag" or global variable is set typically called bRealtime depending on historical or realtime processing determination.

PHP Code:


if (getBarState() == BARSTATE_NEWBAR && gerCurrentBarIndex() == 0) bRealtime = true;

Depending on the setting of that flag, you will either execute the strategy methods or the generic broker calls (buy, sell), but not execute both.

You will also have to keep track of your position status when running realtime by setting another global variable flag such as vPosition as the Strategy.isLong() functions are not available in realtime, so you need to keep track of you long, short, flat status.

Regarding the script posted, not sure if Strategy.MARKET +.5
will work in leiu of a limit order , assuming that was your intent.

In addition when evaluating on barindex 0 that crossover can flip flop back and forth within the same bar generating a trade each time which may or may not be what you want.

The DMI is a indicator favorite of mine and I've done work testing it out, and if you had success with this strategy power to you, if you are not happy with the results IMHO may want to add another filter as that crossover can occur too frequently sometimes, especially during periods of low market activity. Alot of people combine it with ADX or some other trend indicator. One thing I found, alot has to do with the volatility. For volatility monsters like OIH it may work fine as it is, for less volatile symbols, you could get hurt.

Glad to hear you are running simulated, I found it also very useful to run tick replays as that method simulates as closely as possible realtime trading.

Best of luck, hope this helps and it does well... let us know.

Glen

**zmendel** · 11-12-2007, 10:06 AM

Dear Glen:

First, thank you very much for your help. It is truly appreciated!
I have inserted your suggested changes. What I did was:
1- Created a variable called bRealTime and set it to false.
2- I inserted your script in function main() that then sets bRealTime to true if we are in "real time" trading (first tick of a new bar).
3- I added to my buyMarket(), sellMarket() commands the bRealTime valiable to be evaluated.

It looks like this solves the problem of the multiple orders upon loading up the script. However, no order now triggers whatsoever, even if my statement evaluates as true for a buy() or sell(). I have placed the script below.

Also, thanks you for the other suggestions (need to watch position size...trading on low volume...). Once I get the orders triggering, I will work these suggestions in. Actually, I have several ideas on how to get around the low volume/false orders. Certainly, no one wants orders triggered that take you in and out of a position quickly. Once I work them in I will show you how I intend to do that.

You were also correct about the Strategy.MARKET + .5, that does not work. I was trying to add $0.50 to certain Market orders in back testing, which I like very much as well. Back testing tends to be a rather theoretical world, and I was trying to work in some slippage. I took it out for now and will play with it later.

Here is the code that I mentioned above. Thanks for all your help. Regards, ZMendel

PHP Code:




var vLastAlert  = -1;

var bRealTime   = false;



function preMain() {



    setPriceStudy(false);

    setStudyTitle("ADX DI(+) DI(-) v3.1.2");

    setCursorLabelName("DI (+)", 0);

    setCursorLabelName("DI (-)", 1);

    setDefaultBarStyle(PS_SOLID, 0);

    setDefaultBarStyle(PS_SOLID, 1);

    setDefaultBarFgColor(Color.navy, 0);

    setDefaultBarFgColor(Color.red, 1);

    setDefaultBarThickness(9, 0);

    setDefaultBarThickness(9, 1);

    setPlotType(PLOTTYPE_HISTOGRAM, 0);

    setPlotType(PLOTTYPE_HISTOGRAM, 1);

 

    var fp1 = new FunctionParameter("ADXr", FunctionParameter.NUMBER);

        fp1.setLowerLimit(0);

        fp1.setDefault (3);   

 



}

function main(ADXr) {



    var vADXDM = new ADXDMStudy(ADXr);



    if (

        vADXDM.getValue(ADXDMStudy.PDI) > vADXDM.getValue(ADXDMStudy.NDI)

       ) onAction1()

       else if (

        vADXDM.getValue(ADXDMStudy.PDI) < vADXDM.getValue(ADXDMStudy.NDI)

       ) onAction2();



    return new Array(

        vADXDM.getValue(ADXDMStudy.PDI),

        vADXDM.getValue(ADXDMStudy.NDI)

        

    );

    

    if (getBarState() == BARSTATE_NEWBAR && getCurrentBarIndex() == 0) bRealTime = true;



}

function onAction1(bRealTime) {

     

    var vCurrentHour    =   getHour(0);

    var vCurrentMinute  =   getMinute(0)/100;

    var vCurrentTime    =   vCurrentHour + vCurrentMinute;

      

    setBarBgColor(Color.RGB(192,255,160));

    if (vLastAlert != 1) Alert.playSound ("C:\\ProgramFiles\\eSignal Pro\\Sounds\\Ding.wav");

    if (vLastAlert != 1 & vCurrentTime > 9.29 & vCurrentTime < 15.44) Strategy.doCover("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0);

    if (vCurrentTime > 15.44) Strategy.doCover("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0);

    if (vLastAlert != 1 & vCurrentTime > 9.29 & vCurrentTime < 15.44) Strategy.doLong("", (Strategy.MARKET), Strategy.THISBAR, 300, 1);

    if (vLastAlert != 1 & vCurrentTime > 9.29 & vCurrentTime < 15.44 & bRealTime == true) buyMarket(getSymbol(), 300, "SMART");

    vLastAlert = 1;

   }

function onAction2(bRealTime) {

       

    var vCurrentHour    =   getHour(0);

    var vCurrentMinute  =   getMinute(0)/100;

    var vCurrentTime    =   vCurrentHour + vCurrentMinute;

        

    setBarBgColor(Color.RGB(255,255,160));

    if (vLastAlert != 2) Alert.playSound ("C:\\ProgramFiles\\eSignal Pro\\Sounds\\Ding.wav");

    if (vLastAlert != 2 & vCurrentTime > 9.29 & vCurrentTime <15.44) Strategy.doSell("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0);

    if (vCurrentTime > 15.44) Strategy.doSell("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0);

    if (vLastAlert != 2 & vCurrentTime > 9.29 & vCurrentTime < 15.44) Strategy.doShort("", (Strategy.MARKET), Strategy.THISBAR, 300, 1);

    if (vLastAlert != 2 & vCurrentTime > 9.29 & vCurrentTime < 15.44 & bRealTime == true) sellMarket(getSymbol(), 300, "SMART");

    vLastAlert = 2;

   }

**demarcog** · 11-12-2007, 10:53 AM

Originally posted by zmendel
Dear Glen:

First, thank you very much for your help. It is truly appreciated!
I have inserted your suggested changes. What I did was:
1- Created a variable called bRealTime and set it to false.
2- I inserted your script in function main() that then sets bRealTime to true if we are in "real time" trading (first tick of a new bar).
3- I added to my buyMarket(), sellMarket() commands the bRealTime valiable to be evaluated.

It looks like this solves the problem of the multiple orders upon loading up the script. However, no order now triggers whatsoever, even if my statement evaluates as true for a buy() or sell(). I have placed the script below.

Also, thanks you for the other suggestions (need to watch position size...trading on low volume...). Once I get the orders triggering, I will work these suggestions in. Actually, I have several ideas on how to get around the low volume/false orders. Certainly, no one wants orders triggered that take you in and out of a position quickly. Once I work them in I will show you how I intend to do that.

You were also correct about the Strategy.MARKET + .5, that does not work. I was trying to add $0.50 to certain Market orders in back testing, which I like very much as well. Back testing tends to be a rather theoretical world, and I was trying to work in some slippage. I took it out for now and will play with it later.

Here is the code that I mentioned above. Thanks for all your help. Regards, ZMendel

PHP Code:

var vLastAlert = -1; var bRealTime = false; function preMain() { setPriceStudy(false); setStudyTitle("ADX DI(+) DI(-) v3.1.2"); setCursorLabelName("DI (+)", 0); setCursorLabelName("DI (-)", 1); setDefaultBarStyle(PS_SOLID, 0); setDefaultBarStyle(PS_SOLID, 1); setDefaultBarFgColor(Color.navy, 0); setDefaultBarFgColor(Color.red, 1); setDefaultBarThickness(9, 0); setDefaultBarThickness(9, 1); setPlotType(PLOTTYPE_HISTOGRAM, 0); setPlotType(PLOTTYPE_HISTOGRAM, 1); var fp1 = new FunctionParameter("ADXr", FunctionParameter.NUMBER); fp1.setLowerLimit(0); fp1.setDefault (3); } function main(ADXr) { var vADXDM = new ADXDMStudy(ADXr); if ( vADXDM.getValue(ADXDMStudy.PDI) > vADXDM.getValue(ADXDMStudy.NDI) ) onAction1() else if ( vADXDM.getValue(ADXDMStudy.PDI) < vADXDM.getValue(ADXDMStudy.NDI) ) onAction2(); return new Array( vADXDM.getValue(ADXDMStudy.PDI), vADXDM.getValue(ADXDMStudy.NDI) ); if (getBarState() == BARSTATE_NEWBAR && getCurrentBarIndex() == 0) bRealTime = true; } function onAction1(bRealTime) { var vCurrentHour = getHour(0); var vCurrentMinute = getMinute(0)/100; var vCurrentTime = vCurrentHour + vCurrentMinute; setBarBgColor(Color.RGB(192,255,160)); if (vLastAlert != 1) Alert.playSound ("C:\\ProgramFiles\\eSignal Pro\\Sounds\\Ding.wav"); if (vLastAlert != 1 & vCurrentTime > 9.29 & vCurrentTime < 15.44) Strategy.doCover("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0); if (vCurrentTime > 15.44) Strategy.doCover("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0); if (vLastAlert != 1 & vCurrentTime > 9.29 & vCurrentTime < 15.44) Strategy.doLong("", (Strategy.MARKET), Strategy.THISBAR, 300, 1); if (vLastAlert != 1 & vCurrentTime > 9.29 & vCurrentTime < 15.44 & bRealTime == true) buyMarket(getSymbol(), 300, "SMART"); vLastAlert = 1; } function onAction2(bRealTime) { var vCurrentHour = getHour(0); var vCurrentMinute = getMinute(0)/100; var vCurrentTime = vCurrentHour + vCurrentMinute; setBarBgColor(Color.RGB(255,255,160)); if (vLastAlert != 2) Alert.playSound ("C:\\ProgramFiles\\eSignal Pro\\Sounds\\Ding.wav"); if (vLastAlert != 2 & vCurrentTime > 9.29 & vCurrentTime <15.44) Strategy.doSell("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0); if (vCurrentTime > 15.44) Strategy.doSell("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0); if (vLastAlert != 2 & vCurrentTime > 9.29 & vCurrentTime < 15.44) Strategy.doShort("", (Strategy.MARKET), Strategy.THISBAR, 300, 1); if (vLastAlert != 2 & vCurrentTime > 9.29 & vCurrentTime < 15.44 & bRealTime == true) sellMarket(getSymbol(), 300, "SMART"); vLastAlert = 2; }

ZMendel,

You are very welcome, happy to help out.

Not exactly sure why it's not trading I would check that "SMART" route as I thought that was something that is set in the IB Symbol dictionary.

It would be easier enough to eliminate as the casue by just trying a run a quick test without it.

Also normally you would use that flag to execute either the strategy methods or the generic broker functions but not both.

Regarding the low volume, low volatility filters, one easy test is to not take the crossover when ADX is below 20 or definately in the single low teen values as the market is basically doing nothing during those periods and an almost guarantee whipshaw time period.

I have samples to show you but they do not use the Wizard format. Eventually you may want to use the editor to create you own template rather then the wizard.

I did find a example that I had which used the wizard format and thought you might find useful.

I hesitate to post the code because it is not structured well , not intended to be profitableand horrible to read . I was then as you are now just trying to figure out how to code a realtime strategy.

It should still work....and you can definately use it to get you past this obstacle which is more important. Again not sure exactly the logic issue but using this to make a few changes should move you along.

Glen

**demarcog** · 11-12-2007, 10:57 AM

zMendel,

Here is the code I described, couldn't edit the prior post to edit it.

PHP Code:




/* Example of basic strategy to illustrate how to code an strategy EFS that is  Back Test, Real Time/Bars, Real Time/Ticks & tick replay capable*/ 

 

// variables used to hold flags which control print/display options

var bDebugPrintEnable = true;

var bTraceEnable = true;

var bTextEnable = true;

var bSoundEnable = true;

var bTradeLogging = false;

var sFilename



// file variable to log trade information to

var fTrades = new File("TradeLog.txt");



// Global variables

var vPos          =   0;                          // indicates position status, 0, -1, +1                    

var bRealtime     =   false;                      // true if running realtime - flag determines if strategy object or generic broker functions are used

var vOSC1         =   osc(5, 20, false);          // builtin study

var vFixedStop    =   .0050;                      // to use for fixed stop logic....note 4 decimals for currencies

var vFixedProfit  =   .0100;                      // to use for profit target, also 4 decimals

var bBarTrade     =   false;                      // flag to prevent "false signals" when multiple trades occor on same bar

var bAllowRevs    =   false;                      // flag to indicate whether to allow reversals based on indicator 

var vRTTradeCnt     =   0;                        // variable to to track # of RT executions



function preMain() {

  

    setPriceStudy(true);

    setStudyTitle("##s0wizard");



}

/* Strategy - long when OSC value is above/below zero and high/low current realtime price is above/below high/low of prior indicator or "setup bar"

   currently main is called when all bars are loading, when a bar is complete, and tick by tick in realtime.                                       */

function main() {      

 

  if (getBarState() === BARSTATE_NEWBAR && getCurrentBarIndex() === 0) bRealtime = true;



  if (vOSC1.getValue(-2) == null) return;                                    // make sure indicator initializes

  

  if (vOSC1.getValue(-1) > 0 && high(0) > high(-1)) LongCond();

  

    else if ( vOSC1.getValue(-1) <= 0 && low(0) < low(-1)) ShortCond();

  

  if ( vPos === 1)  setBarBgColor(Color.RGB(0,128,128));

  if ( vPos === -1) setBarBgColor(Color.RGB(255,0,0));

  

    return null;

}



function postMain() {

  

}

//* note strategy assumes no price gaps as stop/entry price will always be recorded by strategy object as valid.

function LongCond() {

    if (vPos != 1 )       // If we are not already Long

    {

         debugPrintln("LongCond @: Bar#=" +getCurrentBarCount() + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond() +

        " OSC="+vOSC1.getValue(-1).toFixed(4) + " vPos=" +vPos + " high(0)=" + high(0)+ 

         " high(-1)=" + high(-1) + " RT="+bRealtime + " IX=" +getCurrentBarIndex() + " BarState=" +getBarState() + " TradesDone = " +vRTTradeCnt);

         

         if (vPos != 1 && !bRealtime){ Strategy.doLong("", Strategy.STOP, Strategy.THISBAR, Strategy.DEFAULT, high(-1));vRTTradeCnt++; debugPrintln("BT Long @" +high(-1) + " +1 Tick" + " Pos= " +vPos +" SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond()  +" Bar#=" +getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}

         if (vPos == 0 && bRealtime && getCurrentBarIndex() === 0 ){ buyMarket(getSymbol(), 100); vRTTradeCnt++; debugPrintln(" Exec GB buyMarket X 1 - Long @" +high(0) +  " Pos=" +vPos +" SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear()+ " " + getHour() + ":" +getMinute() + ":" + getSecond()  + " Bar#=" +getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}

         if (vPos == -1 && bRealtime && getCurrentBarIndex() === 0 ){ buyMarket(getSymbol(), 100);vRTTradeCnt++;  buyMarket(getSymbol(), 100);vRTTradeCnt++; debugPrintln(" Exec GB buyMarket X 2 - Long @" +high(0) + " Pos=" +vPos +  " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond()  +" Bar#= "+getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}

           

         vPos = 1;

    }  // end if not already long - if ( vPos != 1) 

    

} // LongCond Function End

   

function ShortCond() {

   if (vPos != -1 )

   {

         PrintDebugInfo(); //test debug print

         debugPrintln("ShortCond @: Bar#= " +getCurrentBarCount() + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " " + getHour() + ":" +getMinute() + ":" + getSecond()  +" OSC= "+vOSC1.getValue(-1).toFixed(4) + " vPos=" +vPos + " low(0)=" + low(0)+ 

         " low(-1)=" + low(-1) + " RT= "+bRealtime + " IX=" +getCurrentBarIndex()+ " BarState=" +getBarState() + " TradesDone=" +vRTTradeCnt);

          

         if (vPos != -1 && !bRealtime) {Strategy.doShort("", Strategy.STOP, Strategy.THISBAR, Strategy.DEFAULT, low(-1));vRTTradeCnt++;debugPrintln("BT Short @" +low(-1)  + " -1 Tick"+ " Pos= " +vPos + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond() +" Bar#=" +getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}

         if (vPos == 0  && bRealtime && getCurrentBarIndex() === 0 ){ sellShortMarket(getSymbol(), 100);vRTTradeCnt++;debugPrintln(" Exec GB SellShortMarket X 1 - Short @" +low(0) +" Pos=" +vPos + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear()+ " " + getHour() + ":" +getMinute() + ":" + getSecond()  + " Bar#= "+getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}

         if (vPos == +1 && bRealtime && getCurrentBarIndex() === 0 ){ sellMarket(getSymbol(), 100);vRTTradeCnt++; sellShortMarket(getSymbol(), 100);vRTTradeCnt++;debugPrintln(" Exec GB SellMarket X 1 & SellShortMarket X 1 - Short @" +low(0) +" Pos=" +vPos + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond()  +" Bar#= "+getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}

         

         vPos = -1;

                 

    }  // end if not already short - if ( vPos != -1) 

   

  

} // ShortCond Function End

   

function PrintDebugInfo() {



  debugPrintln( " SYM=" +getSymbol() + " Int= " + getInterval() + " Bar#=" +getCurrentBarCount() +  " RT=" +bRealtime + " IX=" +getCurrentBarIndex()+

               " BarState=" +getBarState() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + 

               + " "getHour() + ":" +getMinute() + ":" + getSecond() +

              " OSC="+vOSC1.getValue(-1).toFixed(4) + " vPos=" +vPos + " high(0)=" + high(0)+ 

               " high(-1)=" + high(-1) + " low(0)=" + low(0)+ 

               " low(-1)=" + low(-1) +  " TradesDone = " +vRTTradeCnt);

} // end of PrintDebugInfo function

**zmendel** · 11-12-2007, 12:47 PM

Dear Glen:

I have gone through your code and have added in what looks to be the key items to execute the trade. However, I still don't trigger the buyMarket() or SellMarket(). Any thoughts on what I might be missing?

Thanks again, ZMendel

PHP Code:




var vLastAlert  = -1;

var bRealTime   = false;



function preMain() {



    setPriceStudy(false);

    setStudyTitle("ADX DI(+) DI(-) v3.1.2");

    setCursorLabelName("DI (+)", 0);

    setCursorLabelName("DI (-)", 1);

    setDefaultBarStyle(PS_SOLID, 0);

    setDefaultBarStyle(PS_SOLID, 1);

    setDefaultBarFgColor(Color.navy, 0);

    setDefaultBarFgColor(Color.red, 1);

    setDefaultBarThickness(9, 0);

    setDefaultBarThickness(9, 1);

    setPlotType(PLOTTYPE_HISTOGRAM, 0);

    setPlotType(PLOTTYPE_HISTOGRAM, 1);

 

    var fp1 = new FunctionParameter("ADXr", FunctionParameter.NUMBER);

        fp1.setLowerLimit(0);

        fp1.setDefault (3);   

 



}

function main(ADXr) {



    if (getBarState() === BARSTATE_NEWBAR && getCurrentBarIndex() === 0) bRealTime = true;



    var vADXDM = new ADXDMStudy(ADXr);



    if (

        vADXDM.getValue(ADXDMStudy.PDI) > vADXDM.getValue(ADXDMStudy.NDI)

       ) onAction1()

       else if (

        vADXDM.getValue(ADXDMStudy.PDI) < vADXDM.getValue(ADXDMStudy.NDI)

       ) onAction2();



    return new Array(

        vADXDM.getValue(ADXDMStudy.PDI),

        vADXDM.getValue(ADXDMStudy.NDI)

        

    );

    

}

function onAction1() {

     

    var vCurrentHour    =   getHour(0);

    var vCurrentMinute  =   getMinute(0)/100;

    var vCurrentTime    =   vCurrentHour + vCurrentMinute;

      

    setBarBgColor(Color.RGB(192,255,160));

    if (vLastAlert != 1) Alert.playSound ("C:\\ProgramFiles\\eSignal Pro\\Sounds\\Ding.wav");

    if (vLastAlert != 1 && vCurrentTime > 9.29 && vCurrentTime < 15.44 && !bRealTime) Strategy.doCover("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0);

    if (vCurrentTime > 15.44 & !bRealTime) Strategy.doCover("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0);

    if (vLastAlert != 1 && vCurrentTime > 9.29 && vCurrentTime < 15.44 && !bRealTime) Strategy.doLong("", (Strategy.MARKET), Strategy.THISBAR, 300, 1);

    if (vLastAlert != 1 && vCurrentTime > 9.29 && vCurrentTime < 15.44 && bRealTime && getCurrentBarIndex === 0) buyMarket(getSymbol(), 300, "SMART");

    vLastAlert = 1;

   }

function onAction2() {

       

    var vCurrentHour    =   getHour(0);

    var vCurrentMinute  =   getMinute(0)/100;

    var vCurrentTime    =   vCurrentHour + vCurrentMinute;

        

    setBarBgColor(Color.RGB(255,255,160));

    if (vLastAlert != 2) Alert.playSound ("C:\\ProgramFiles\\eSignal Pro\\Sounds\\Ding.wav");

    if (vLastAlert != 2 && vCurrentTime > 9.29 && vCurrentTime <15.44 && !bRealTime) Strategy.doSell("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0);

    if (vCurrentTime > 15.44) Strategy.doSell("", (Strategy.MARKET), Strategy.THISBAR, Strategy.ALL, 0);

    if (vLastAlert != 2 && vCurrentTime > 9.29 && vCurrentTime < 15.44 && !bRealTime) Strategy.doShort("", (Strategy.MARKET), Strategy.THISBAR, 300, 1);

    if (vLastAlert != 2 && vCurrentTime > 9.29 && vCurrentTime < 15.44 && bRealTime && getCurrentBarIndex === 0) sellMarket(getSymbol(), 300, "SMART");

    vLastAlert = 2;

   }

**demarcog** · 11-12-2007, 02:13 PM

Zmendel,

I'm trading and debugging my own code so I don't have alot of time to actually take you code and debug it myself right now. Plus it's actually something that you may find beneficial as it's always a necessary part of any strategy developed. Until I get some time you can try the following suggestions.

One question first, does it generate any trades when backtesting?

If it does then it should be easier to figure out. If not then it's a bigger logic problem.

Did you try it without the "SMART" designation?

Usually the only way to know for sure is to use the debugPrintln() statement.

Because these onAction functions only contain a few lines each, I would add a debugPrintln("at line xxx") to one statment at a time.

This way you will see what conditional statements are being executed, ie., if this is what you are expecting to occur.

If not then you can focus you attention to whatever variable is causing that statment not to execute, ie., debugPrintln("vLastalert=" + vLastalert) to see if the vLastalert is what you expect.

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