Lastvalue(buy) always 0

[VIJAYK]

Dear all,

@Tomasz @fxshrat
I have gone through many many posts but still could not figure out a solution, so finally I have decided to seek help.

I want to send an automated order based on:

If (lastvalue(Buy)) { send order....}

I tried to explore and find out why orders are not triggered. I saw that although the BUY array is 1 at places, lastvalue (Buy) never turns 1. I even tried if ( LastValue( Ref(Buy,-1) ) cause one of the users said that Lastvalue is a forward looking function.

Any ideas?

[fxshrat]

@VIJAYK

...one of the users said that Lastvalue is a forward looking function.

No, it depends on how it is used. It may be and may not be forward looking if using LastValue() function.

Future quotes warning with LastValue(Buy)

It is a general notice that it may look into future depending on how you intend to use it. So it also may not. For example, if you run a backtest e.g with code such as following one Buy = MACD() > Signal() and LastValue(Cross(C, MA(C,20)));// FUTURE LEAK e.g. in backtest then it is future leak since the backtester looks at last value of array while running through previous elements of array from oldest timestamp to most recent timestamp. LastValue refers to last element of array. So backtest…

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@VIJAYK

I saw that although the BUY array is 1 at places, lastvalue (Buy) never turns 1.

If you get LastValue(Buy) being zero then there simply is no TRUE signal on last bar. It just returns the state being there. It does not invent new states. Besides your buy rule is unknown and your picture of sample result list is not telling much.

[VIJAYK]

Thanks @fxshrat sir for your explanations. Unfortunately can not share the afl, cause most of the code is referring to a locked dll so will not help.

Another way of troubleshooting this is:: if I get all the bars in the exploration.

How to force the exploration to list out all the rows? All the 5-mins bars. Currently it is skipping so many bars...

[nsm51]

@VIJAYK

How to force the exploration to list out all the rows? All the 5-mins bars.

it is done but not Filtering anything in exploration.

Filter = 1;

[VIJAYK]

Thank you @nsm51 @fxshrat I was able to resolve it using full exploration by setting Filter=1;

Strangely, Lastvalue (Buy) is still 0 for all the 5-min bars despite having Buy=1 in so many bars.

I used another signal which turns 1 when price touches the upper band, this solved the purpose.