BUY or SELL in the actual bar is possible?

Viewing 4 posts - 16 through 19 (of 19 total)

← 1 2

Author

Posts
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.
Author

Posts