Execution during bar?

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  • 06/29/2016 at 10:31 AM #9986 quote
    K12AN
    Participant
    Junior

    Say for example I have a 4 hour chart and I wish to go long if the price exceed the high of the previous bar/candle.

    Will this execute during the current bar…or at the start of the next bar (if conditions are met during the 4 hour timeframe).

    06/29/2016 at 10:37 AM #9987 quote
    Nicolas
    Keymaster
    Master

    Each conditions are only tested once per bar, at close. Trades are initiated at the next open. If you want to launch trade at precise price level, you can also use pending STOP and LIMIT orders.

    06/29/2016 at 10:55 AM #9989 quote
    K12AN
    Participant
    Junior

    Thanks Nicolas…are you referring to backtesting or in live?

    I appreciate in backtest this is the case…but in live?

    06/29/2016 at 11:28 AM #9990 quote
    Nicolas
    Keymaster
    Master

    I’m referring to both back-testing and live environment.

    09/02/2016 at 1:42 PM #12597 quote
    guitarrocker
    Participant
    Average

    Hi,

    I am new here and in coding^^ and I think my question is the same direction as #1 that’s why I write here instead of opening a new topic and polluting the board.

    Let’s say, I want to trade a daily signal (e.g. price > mBB) on the Xetra Dax.

    1. Test would be at 173000 and the (next) execution (long or short) would be next morning 090000 (DAX), right?
    2. Now the difference price / mBB is bigger than, let’s say 20 Points and it is 17:29:55
    3. Can I tell the system to buy during the current period? If yes, how?

    Thank you in davance!

    09/02/2016 at 1:51 PM #12601 quote
    Nicolas
    Keymaster
    Master

    Not possible since each conditions are only tested once per bar. But it would be part of the next major update with the multitimeframe feature. It will be possible to test for example, 5 minutes bars in a daily timeframe.

    09/02/2016 at 2:03 PM #12603 quote
    guitarrocker
    Participant
    Average

    Thank you for your fast reply, nicolas.

    For my understanding of the next major update: Will ist be possible to test the mbb (daily) (price (actual) 20P > mbb daily) and to execute in the same timeframe like

    flatbefore 17:29:30

    indicator1 = close ongoing (price?)
    indicator2 = BollingerUp[Average](close) (ongoing)
    c1 = (indicator1 >= indicator2 (+ 19.9))

     

    I’m afraid, I did not get your example with the M5 bars, sorry… :-/

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Execution during bar?


ProOrder: Automated Strategies & Backtesting

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K12AN @k12an Participant
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This topic contains 6 replies,
has 3 voices, and was last updated by guitarrocker
9 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/29/2016
Status: Active
Attachments: No files
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