Orders only executing once per day
I got the sample in the quick start guide to run fine. I imported my data (individual trade data from GDAX), and tried to run the same sample code (buy after 2 down periods, sell after 5 periods) but the strategy only executes once per day, with the buy happening right after midnight and selling 5 periods later (correctly), but the buy is not executed again for 24 hours, when clearly the data suggests it should.
Is it a problem using individual order data, with orders sometimes occurring at the same millisecond?
Code samples/data samples, timeframe et al. help. In any case and without more in the hand you probably fall under the same case as here:
Thanks, that helped solve it!