closing operations at the end of the candle

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  • #55218 quote
    Juan Salas
    Participant
    Master

    Hi colleagues,

    One simple questions: I am operating in 4h candles and I want to open and close operations at the beginning and the end of the bar, regardless the outcome. I think I know the answer but I see ackward results in the backtest.

    Example: 090000 bar.

    IF time=090000 AND my conditions THEN

    BUY 1 CONTRACT AT MARKET

    ENDIF

    Now, to close this operation at the CLOSE of the candle (4 hour), shall I refer to 125900 or 130000???

    IF time=XXXXXX THEN

    SELL AT MARKET

    ENDIF

    Thanks,

    Juan 

     

    #55468 quote
    Nicolas
    Keymaster
    Master

    Time refer to the Close of the bar. Code is only read once at Close. You can also use OpenTime which is the time of the bar where the code is read.

    Juan Salas thanked this post
    #55469 quote
    Juan Salas
    Participant
    Master

    Nicolas,

    Thanks so much as always,

    Juan

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closing operations at the end of the candle


ProOrder: Automated Strategies & Backtesting

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Juan Salas @juan-salas Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Juan Salas
8 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/09/2017
Status: Active
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