update: I have looked through the code, and they seems fine. Looks like the trade yesterday triggered at about 7:31am GMT. That was precisely 30 minutes after major news event as programmed in the code. That could explained it. Now I am thinking, would 30 minutes after major news event is enough to cushion especially the surprising results...
cheers,
Inserted Code
for(int cc = 0; cc < NoOfPairs; cc++)
{
//Only need to look at AUDJPY GBPJPY USDJPY
////////////////////////////////////////////////////////////////////////////
//This faulty code
[color=Red]if (StringSubstr(Symbol(), 0, 6) != "AUDJPY" && StringSubstr(Symbol(), 0, 6) != "GBPJPY"
&& StringSubstr(Symbol(), 0, 6) != "USDJPY") continue;[/color]
//needs this substitution
[color=Blue]if (StringSubstr(TradePair[cc], 0, 6) != "GBPJPY" && StringSubstr(TradePair[cc], 0, 6) != "USDJPY") continue;[/color]
////////////////////////////////////////////////////////////////////////////
int minutesSincePrevEvent = iCustom(NULL, 0, "FFCal Scoobs", TradePair[cc], true, true, false, true, true, 1, 0);
int minutesUntilNextEvent = iCustom(NULL, 0, "FFCal Scoobs", TradePair[cc], true, true, false, true, true, 1, 1);
if((minutesUntilNextEvent <= MinsBeforeNews) || (minutesSincePrevEvent <= MinsAfterNews))
{
//News event within the chosen timescale
int impactOfNextEvent = iCustom(NULL, 0, "FFCal Scoobs", TradePair[cc], true, true, false, true, true, 2, 1);
//Should the robot suspend trading?
if (impactOfNextEvent >= NewsImpact)
{
NewsTime = true;
break;
}//if (impact >= NewsImpact)
}//if((minutesUntilNextEvent <= Mins.Before.News) || (minutesSincePrevEvent <= Mins.After.News))
}//for(int cnt = 0; cnt < PairsToTrade; cnt++) Scoobe, is there any reason why I left AJ in the mix, or was that caused by imbibing? I can't remember, which would fit the imbibing theory.
lol
