when the script is executed by selecting "open this strategy in a strategy window" it runs and shows 9 completed trades but when it is left to run via activate (its a 15 min strategy) it will not show any completed trades or alerts. I have let it run for several trading days but it never trades, it does activate and run thru the equities (7 of them) but it never shows completed trades. The scripts does use the setcontext instruction as all of the sectors efts are used in the script.

Any tips to get this script working properly would be appreciated.

What messages do you notice on the Actions column?

What are the data loading range, symbols, and data provider(s) [including the one you're using for the external symbols]?

If logging is disabled, right-click on this Strategy, enable logging, give it time to run, copy and paste its output here.

I used 390 bars 5 min Fidelity is provider for SPXL and all nine sector files. The results are the same as 15 minute runs

Beginning message is ... Entering Monitor Thread

exiting message is ... Leaving Streaming Filter Monitor Thread

3/1/2013 1:50:00 PM: Launch Monitor Thread for Streaming Updates
3/1/2013 1:50:00 PM: Entering Monitor Thread
3/1/2013 1:50:30 PM: Update Completed: SPXL, LastDate=3/1/2013 2:50:00 PM, O=105.58

H=105.58 L=105.35 C=105.4 V=6400 Count=393, SPXL,OHLCV
3/1/2013 1:50:30 PM: Applying Update
3/1/2013 1:50:30 PM: Clear Indicators
3/1/2013 1:50:30 PM: Creating Executor
3/1/2013 1:50:30 PM: Execute: SPXL SectorsSumStoch
3/1/2013 1:50:38 PM: Execute Error SPXL: Index was out of range. Must be non-

negative and less than the size of the collection.
Parameter name: index
3/1/2013 1:50:38 PM: Build Results: SPXL Alerts: 0
3/1/2013 1:50:38 PM: Replace Alerts: SPXL Alerts: 0
3/1/2013 1:50:38 PM: Update Completed(2): SPXL (0 symbols left)
3/1/2013 1:50:38 PM: Leaving Update Completed
3/1/2013 1:50:39 PM: All Updates Returned
3/1/2013 1:50:39 PM: Item Processing Completed
3/1/2013 1:50:39 PM: Calculating NextRun...
3/1/2013 1:50:39 PM: NextRun set to 3/1/2013 2:55:00 PM
3/1/2013 1:50:39 PM: Refreshing Item in GUI
3/1/2013 1:50:39 PM: Leaving Streaming Filter Monitor Thread
3/1/2013 1:55:00 PM: Launch Monitor Thread for Streaming Updates
3/1/2013 1:55:00 PM: Entering Monitor Thread
3/1/2013 1:55:30 PM: Update Completed: SPXL, LastDate=3/1/2013 2:55:00 PM, O=105.32

H=105.43 L=105.27 C=105.43 V=1400 Count=394, SPXL,OHLCV
3/1/2013 1:55:30 PM: Applying Update
3/1/2013 1:55:30 PM: Clear Indicators
3/1/2013 1:55:30 PM: Creating Executor
3/1/2013 1:55:30 PM: Execute: SPXL SectorsSumStoch
3/1/2013 1:55:35 PM: Execute Error SPXL: Index was out of range. Must be non-

negative and less than the size of the collection.
Parameter name: index
3/1/2013 1:55:35 PM: Build Results: SPXL Alerts: 0
3/1/2013 1:55:35 PM: Replace Alerts: SPXL Alerts: 0
3/1/2013 1:55:35 PM: Update Completed(2): SPXL (0 symbols left)
3/1/2013 1:55:35 PM: Leaving Update Completed
3/1/2013 1:55:36 PM: All Updates Returned
3/1/2013 1:55:36 PM: Item Processing Completed
3/1/2013 1:55:36 PM: Calculating NextRun...
3/1/2013 1:55:36 PM: NextRun set to 3/1/2013 3:00:00 PM
3/1/2013 1:55:36 PM: Refreshing Item in GUI
3/1/2013 1:55:36 PM: Leaving Streaming Filter Monitor Thread
3/1/2013 2:00:00 PM: Launch Monitor Thread for Streaming Updates
3/1/2013 2:00:00 PM: Entering Monitor Thread
3/1/2013 2:00:30 PM: Update Completed: SPXL, LastDate=3/1/2013 3:00:00 PM, O=105.54

H=105.55 L=105.34 C=105.48 V=4976 Count=395, SPXL,OHLCV
3/1/2013 2:00:30 PM: Applying Update
3/1/2013 2:00:30 PM: Clear Indicators
3/1/2013 2:00:30 PM: Creating Executor
3/1/2013 2:00:30 PM: Execute: SPXL SectorsSumStoch
3/1/2013 2:00:50 PM: All Updates Returned
3/1/2013 2:00:50 PM: Item Processing Completed
3/1/2013 2:00:50 PM: Calculating NextRun...
3/1/2013 2:00:50 PM: NextRun set to 3/1/2013 3:05:00 PM
3/1/2013 2:00:50 PM: Refreshing Item in GUI
3/1/2013 2:00:50 PM: Calculating NextRun...
3/1/2013 2:00:50 PM: NextRun set to 3/1/2013 3:05:00 PM
3/1/2013 2:00:50 PM: Leaving Streaming Filter Monitor Thread
3/1/2013 2:05:00 PM: Launch Monitor Thread for Streaming Updates
3/1/2013 2:05:00 PM: Entering Monitor Thread
3/1/2013 2:05:50 PM: All Updates Returned
3/1/2013 2:05:50 PM: Item Processing Completed
3/1/2013 2:05:50 PM: Calculating NextRun...
3/1/2013 2:05:50 PM: NextRun set to 3/1/2013 3:10:00 PM
3/1/2013 2:05:50 PM: Refreshing Item in GUI
3/1/2013 2:05:50 PM: Calculating NextRun...
3/1/2013 2:05:50 PM: NextRun set to 3/1/2013 3:10:00 PM
3/1/2013 2:05:50 PM: Leaving Streaming Filter Monitor Thread
3/1/2013 2:10:00 PM: Launch Monitor Thread for Streaming Updates
3/1/2013 2:10:00 PM: Entering Monitor Thread
3/1/2013 2:10:50 PM: All Updates Returned
3/1/2013 2:10:50 PM: Item Processing Completed
3/1/2013 2:10:50 PM: Calculating NextRun...
3/1/2013 2:10:50 PM: NextRun set to 3/1/2013 3:15:00 PM
3/1/2013 2:10:50 PM: Refreshing Item in GUI
3/1/2013 2:10:50 PM: Calculating NextRun...
3/1/2013 2:10:50 PM: NextRun set to 3/1/2013 3:15:00 PM
3/1/2013 2:10:50 PM: Leaving Streaming Filter Monitor Thread
3/1/2013 2:15:00 PM: Launch Monitor Thread for Streaming Updates
3/1/2013 2:15:00 PM: Entering Monitor Thread
3/1/2013 2:15:38 PM: Execute Error SPXL: Index was out of range. Must be non-

negative and less than the size of the collection.
Parameter name: index
3/1/2013 2:15:38 PM: Build Results: SPXL Alerts: 0
3/1/2013 2:15:38 PM: Replace Alerts: SPXL Alerts: 0
3/1/2013 2:15:38 PM: Update Completed(2): SPXL (0 symbols left)
3/1/2013 2:15:38 PM: Leaving Update Completed
3/1/2013 2:15:39 PM: All Updates Returned
3/1/2013 2:15:39 PM: Item Processing Completed
3/1/2013 2:15:39 PM: Calculating NextRun...
3/1/2013 2:15:39 PM: NextRun set to 3/1/2013 3:20:00 PM
3/1/2013 2:15:39 PM: Refreshing Item in GUI
3/1/2013 2:15:39 PM: Leaving Streaming Filter Monitor Thread

Thanks. Due to the use of SetContext, it may have something in common with open issue (98370) A GetExternalSymbol overload failure in Strategy Monitor

Or the fact that it's an external symbol could give us another clue: its data may not be up to date?

Since I could not reproduce the effect with any SetContext-based Strategies like 'Pairs Trading' or 'RSI Rotation', there might be something about your Strategy. To get a top view sanity check, we need to see a "watered down" version of it to understand how it works in general.