Strange problem recovering high/low

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05/03/2017 at 9:51 AM #34376 quote
Despair
Blocked

Master
I experience again a really weird problem. I use the following code to get cashmarket high/low:
```
if time=090000 then
Cashopen=intradaybarindex
endif
if time=173000 then
CashHigh=highest[intradaybarindex-cashopen](high)
CashLow=lowest[intradaybarindex-cashopen](low)
endif
```
The code works in an indicator i coded but when i use it in a strategy it works also great except on tuesdays!? On tuesdays it will not update CashLow and CashHigh and i have the whole tuesday still the high/low from fridays session in the variables instead of the values from monday. All other weekdays in works fine.

I’m with IG if this makes a difference.

Any ideas? Anybody?
05/03/2017 at 5:36 PM #34467 quote
random45689
Member

New
Have you tried to GRAPH (in strategy) and RETURN (indicator) all the variables to try and see what is going on?
```
// For Strategy
GRAPH CASHOPEN
GRAPH CASHHIGH
GRAPH CASHLOW
GRAPH INTRADAYBARINDEX

//For Indicator
Return cashopen as "cashopen", cashhigh as "cashhigh", cashlow as "cashlow", intradaybarindex as "intradaybarindex"
```
05/04/2017 at 9:50 AM #34497 quote

Despair
Blocked

Master

Yes, i used graph but it only reveals what i already know. Tuesday the variables do not update. All other it works. And this is only for the strategy. The indicator runs fine.
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Strange problem recovering high/low

ProOrder: Automated Strategies & Backtesting

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Despair @despair Blocked

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This topic contains 2 replies,
has 2 voices, and was last updated by Despair
8 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	05/03/2017
Status:	Active
Attachments:	No files

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