Buy order at close

• 10/17/2018 at 6:02 PM #82995
  Alberto Lucchese

  Hi,

  I’d like to test the performance of several daily-timeframe strategies by using close prices of today instead opening prices of tomorrow. Is it possible to do it in proOrder? any thoughts?

   

  Thanks in advance

  

  Alberto Lucchese

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  10/17/2018 at 8:46 PM #83003
  Vonasi

  The only way to do this would be to use multi-time frame. With MTF you can make your decision candle at whatever time you want it to be. The down side is that the faster the time frame you use the shorter the amount of data you have for your back test.

  

  Vonasi

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  10/18/2018 at 12:01 PM #83078
  Alberto Lucchese

  Thank you Vonasi,

  I was not aware that MTF was already available for backtesting. So i use it just like in proscreener?

  

  Alberto Lucchese

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  10/18/2018 at 12:20 PM #83080
  Vonasi

  Nicolas has written a guide here:

  https://www.prorealcode.com/blog/learning/approach-multi-timeframe-trading-prorealtime/

  Plus there is lots of discussion about it here:

  https://www.prorealcode.com/topic/betatesting-multitimeframe-support-automatic-trading/

   

  

  Vonasi

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  10/18/2018 at 4:47 PM #83127
  Alberto Lucchese

  Thank you!

  This will be quite useful!

  

  Alberto Lucchese

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