Not all signals are generated correctly
Author: akr
Creation Date: 12/3/2009 12:31 AM
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akr

#1
Hello,

when I add the following Strategy to the Strategymonitor, there are missing signals:

CODE:
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I applied this Strategy to the DOW30.
Today I should get BUY-Signals for
AXP and JPM
But in the Strategymonitor there is only a Signal for AXP.
JPM:
close[bar] = 41.93
close[bar-1] = 42.22
close[bar-2] = 42.49
So the Buy-condition should be true!
I discovered the same Problem yesterday (iirc GE was missing yesterday).

Please have a look on it.
Thank you
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Eugene

#2
According to How to report a Problem?, please also include:

# Position Sizing Control and Data Loading Control settings (refer to image)
# Options (F12), especially from the Trading Costs/Control group.
# Data provider or real-time data feed
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akr

#3
Position Sizing:
Starting Capital 100000
Percent of Equity 1

Dataprovider: Yahoo

Datarange: ALL DATA
Do you need more information?

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Eugene

#4
There already are 3 open positions in JPM, so the strategy can't enter any more in this instrument. AXP has only one, so there's room.
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akr

#5
Ah, I see.
Thank you.
Is there a possiblity to see all raw-Signals (without taking care of open positions)?
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Eugene

#6
Considering that these raw signals do not exist, being limited by the strategy's logic, you can highlight this setup on the chart e.g.:
CODE:
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As you can see, highlighting the signal bar will happen regardless of the position number limit.