BUY or SELL in the actual bar is possible?

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  • 12/08/2017 at 9:02 PM #55196 quote
    AVT
    Participant
    Senior

    @Despair (well, I did never code a robot in PRT, that’s why I am not so familiar with it). If I understand you correctly in a 4-hour EA the code is read at the beginning of each 4-hour bar.  I think of something like: alarm 14:00 – get up, read and execute code – back to sleep, blanket over the head and shit on the rest of the world – next alarm not before 18:00.

    12/08/2017 at 9:49 PM #55200 quote
    SickBoySpain
    Participant
    Junior
    AVT wrote:
    @despair (well, I did never code a robot in PRT, that’s why I am not so familiar with it). If I understand you correctly in a 4-hour EA the code is read at the beginning of each 4-hour bar. I think of something like: alarm 14:00 – get up, read and execute code – back to sleep, blanket over the head and shit on the rest of the world – next alarm not before 18:00.


    The problem it’s that at 14:00 the robot read and execute code, in your code the conditions are ok so you put an order to the market, and then, the order EXECUTE AT 18:00!!!!

     

    YEAHH!!! 

    12/08/2017 at 10:06 PM #55204 quote
    Despair
    Blocked
    Master

    No, this is not true! A market order is executed at the open of the next candle. So if your condition is true 14:00 (and this is when the candle closes) you market order will be executed straight away.

    12/12/2017 at 11:04 AM #55465 quote
    Marke
    Participant
    New

    Does any other program have the multitimeframe feature? I too think it’s beyond ridiculous that this is not possible? I have a strategy where I buy at the end call (5:25 PM) based on certain conditions but it’s impossible to backtest since it buys the next mornings open instead. 

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BUY or SELL in the actual bar is possible?


ProOrder: Automated Strategies & Backtesting

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SickBoySpain @sickboyspain Participant
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This topic contains 18 replies,
has 6 voices, and was last updated by Marke
8 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/06/2017
Status: Active
Attachments: No files
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