Backtesting – "Next bar open"

OboeOpt · 2020-01-21T17:56:10+00:00

I´m new to PRT and are useing “simplified Creation” when making strategies. The only option I get in the dropdown menu is “next bar open” for when the signal will execute. I absolutely don´t want that! -Does signals execute immediately when using “Creation by programming”? -If not, is it even possible in PRT to have that function? How?

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01/21/2020 at 6:56 PM #117438 quote

OboeOpt
Participant

Veteran

I´m new to PRT and are useing “simplified Creation” when making strategies. The only option I get in the dropdown menu is “next bar open” for when the signal will execute. I absolutely don´t want that!

-Does signals execute immediately when using “Creation by programming”?

-If not, is it even possible in PRT to have that function? How?

01/21/2020 at 7:22 PM #117439 quote

robertogozzi
Moderator

Legend

ALL strategies are executed when a bar closes, so any trade is entered at next bar opened.

You can use the MTF (multiple time frame) support to use lower TFs other than the setup one to enter before your setup bar is closed.

If you search this forum for the word MTF you’ll fine many examples and tutorials.

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01/22/2020 at 7:27 AM #117482 quote

Nicolas
Keymaster

Legend

Useful links with topics tagged with “mtf” keyword: https://www.prorealcode.com/topics-tag/mtf/

other ones with multi timeframe: https://www.prorealcode.com/topics-tag/multitimeframe/

https://www.prorealcode.com/topics-tag/multi-timeframe/

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