SellAtMarket is not being executed in Strategy Monitor

Author: fkhalili

Creation Date: 5/23/2016 5:00 PM

Wealth Lab » Wealth-Lab Developer/Pro » SellAtMarket is not being executed in Strategy Monitor

fkhalili

5/23/2016 5:00 PM

I have completed my strategy and have back tested it successfully for several weeks. When I added it to the Strategy Monitor, Activated Strategy and Auto-Stage it, All the BuyAtMarket are being Staged but it does not stage my SellAtMarket orders. I even Placed the Staged orders, assuming the sell logic requires the Order being actually placed. However the Sell orders were never staged.

To Isolate it, I wrote a heart beat strategy to buy in one interval and sell at the other (to remove my specific logic.) The same symptom was observed: Below is the code:

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I have completed my strategy and have back tested it successfully for several weeks.   When I added it to the Strategy Monitor, Activated Strategy and Auto-Stage it,  All the BuyAtMarket are being Staged but it does not stage my SellAtMarket orders.   I even Placed the Staged orders,   assuming the sell  logic requires the Order being actually placed.  However the Sell orders were never staged.

To Isolate it,  I wrote a heart beat strategy to buy in one interval and sell at the other (to remove my specific logic.)   The same symptom was observed:   Below is the code:

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{

public MyStrategy()
		{

}

protected override void Execute()
		{

ChartPane pane1 = CreatePane(75,true,true);

PrintDebug("Bars.Symbol = "+Bars.Symbol);
			PrintDebug("Bars.BarInterval = "+ Bars.BarInterval);
			
			
			if( Bars.BarInterval == 0 )
			{
				DrawLabel(PricePane, "Requires Intraday data");
				Abort();         
			}
			
			for(int bar = GetTradingLoopStartBar(6); bar < Bars.Count; bar++)
			{	
				PrintDebug("bar="+bar  );
				DateTime barDate = Bars.Date[bar];
					
				PrintDebug ("barDate= "+barDate);

if (IsLastPositionActive)
				{
					Position p = LastPosition;

PrintDebug("In SellAtMarket Heart Beat Sell Interval");
					SellAtMarket(bar, p, "Heart Beat Sell Interval");
				}
				else
				{
					PrintDebug("In BuyAtMarket Heart Beat Buy Interval");
					BuyAtMarket(bar + 1, "Heart Beat Buy Interval");										
				}
			}
		}
	}
}[/code]