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It seems that after major TS network upgrade was made on the past weekend TS introduced a new bug.
The enclosed test strategy generates more than one Buy signal whith different limit prices for a single bar in
real-time. It must generate just ONE
Buy signal for each bar. The problem happens in around 10% of all Signals generated.
This situation happens only when more than one DataStream applied to the chart and Strategy includes calculations
based on all
DataStreams values.
I never seen the problem before.
Here is a sample strategy to demonstrate the problem.
{********Test Strategy which generate multiply Signal on the same bar********}
If C>0 and Close of Data2>0 and Close of Data3>0 Then Begin
If MarketPosition<>1 Then Buy Next Bar at C-0.02 Limit;
If MarketPosition=1 Then Sell Next Bar at C+0.02 Limit;
End;
{Data1: CSCO 1min, Data2: AMAT 1min, Data3: $SOX.X 1min}
{************End of Test Strategy********************}
Here is the Output of the Strategy automation TAB:
12/18/2001 11:42:07 AM CSCO 1 min. 1 0 0 Canceled Unsent Removed Buy 19.52 0.0000 Day Buy 121501Research
12/18/2001 11:42:02 AM CSCO 1 min. 1 0 0 Canceled Unsent Removed Buy 19.53 0.0000 Day Buy 121501Research
12/18/2001 11:41:04 AM CSCO 1 min. 1 0 0 Canceled Unsent Removed Buy 19.51 0.0000 Day Buy 121501Research
12/18/2001 11:41:02 AM CSCO 1 min. 1 0 0 Canceled Unsent Removed Buy 19.52 0.0000 Day Buy 121501Research
Any idea?
Thanks,
gary
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