The number of bars fed into Zorro changes and depends on the first asset call.
If asset("HK33") precede asset("SPX500"), the printed SPX500 bars last from 0100 UTC to 0830 UTC, otherwise SPX500 bars covers virtually the whole day as it should. (these are OANDA tickers) (images of the printed bars attached) This directly affects my standalone SPX500 trading strategy.
Is this a feature or a mistake?
What are some other implications if we place SPX500 in front, would it affect my algo trading HK33?
I'd like to run a trend following strategy on multiple index tickers as well and keep them into a single script.
Seeing this, should we separate them by instruments then?
// BACKTEST PARAMETERS
// backtest parameters
BarPeriod = 60;
StartDate = 20110421;
EndDate = 20110428;
// Spread = 0;
// Slippage = 0;
LookBack = 450;
set(LOGFILE,PLOTNOW); // log all trades
// instrument parameters
printf("|%02i/%02i/%02i %02i:%02i| %f | \n", day(),month(),year()%100,hour(),minute(), priceClose());
// plot the necessary components
PlotWidth = 800;