Dear Support
We observe the following strange behavior:
We cannot plot with only quotes data added to a strategy. If we add however bars (e.g. by compressing the quotes to bars) then we see plots.
Below there is a simple test code. If we only have quotes data, ts1 is not plotted. If we add the bar data, then the ts1 is plotted.
What do we wrong? Or is this an inherent limitation that plotting only works if bar data is attached to the strategy?
Many thanks for your help.
Daniel
Code:
using System;
using System.Drawing;
using OpenQuant.API;
using OpenQuant.API.Indicators;
public class MyStrategy : Strategy
{
TimeSeries ts1;
public override void OnStrategyStart()
{
ts1 = new TimeSeries();
ts1.Color = Color.Red;
Draw(ts1,2);
}
public override void OnQuote(Quote quote)
{
ts1.Add(quote.DateTime,quote.Bid);
}
}
Login
Register
FAQ
Search
