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lessons learned: I had trouble when using the QuotesPlus symbol !VIX in a strategy, and had assumed that the either the "!" or my meager programming skill was the source of the problem.
Marcin was both helpful and patient and asked me to run back test with DETAILED LOG.
The detailed log revealed that "!VIX requested size is greater than 10% of bar volume. Limit applied." and "!VIX not entered because requested size is less than MinShares/MinPosValue".
When I changed "Limit trade size as % of entry bar volume" from 10% to "0" - the strategy works fine.
I had made an incorrect assumption and failed to consider ALL the ways in which !VIX was different from only symbols - it wasn't the "!" - it was the zero volume.
DUH!
Thanks Marcin.
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