Current Bar instead of Next bar

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  • 04/17/2017 at 6:39 AM #32259 quote
    bsj
    Participant
    New

    Hi All,

    I am looking the command for following:

    1. If my condition is meet, position should be open at current bar open value instead of next bar open value
    2. My position should be close at next bar close value instead of next bar open value. (EX: Sell at market nextbarclose. But this command is not working)

    Appreciate if anyone help me. Thanks in advanced.

     

    Regards

    BSJ

    04/17/2017 at 1:34 PM #32306 quote
    GraHal
    Participant
    Master

    Hi BSJ

    Conditions are checked at the end of a bar and Trades entered / exit at the start of the next bar.

    So you can’t open at current bar open because conditions won’t be checked until end of current bar.

    So your conditions are checked at close[1] and trades executed at open[0].  0 being the current bar, 1 being previous bar.

    Hope that makes sense?

    GraHal

    bsj thanked this post
    04/17/2017 at 3:58 PM #32314 quote
    Menghan
    Participant
    Junior

    I have the same problem, I was set previous bar low, it will only be in my next bar after the next bar sell, not in my first bar sell.

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Current Bar instead of Next bar


ProOrder: Automated Strategies & Backtesting

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bsj @bsj Participant
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This topic contains 2 replies,
has 3 voices, and was last updated by Menghan
8 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/17/2017
Status: Active
Attachments: No files
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