How to close on current bar..

dac · Mon, 21 May 2018 10:53:57 +0000

Hello I need help to find a coding example please as I am new to this. I have a strategy where I close on a cross over of two lines. For my strategy, I need to code in, as soon as the cross over happens (as well as having other factors in place), the trade will stop at that point. At the moment it will close at the start of the next 5 minute bar which can mean a jump in price if the indicators happens at the beginning of the 5 minute block. I notice the drop down box on the simplified creation box is limited to “next bar open” setting… Thanks in advance

This topic has 1 reply, 2 voices, and was last updated 5 years ago by robertogozzi.

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05/21/2018 at 11:53 AM #70999

dac

Hello

I need help to find a coding example please as I am new to this.

I have a strategy where I close on a cross over of two lines. For my strategy, I need to code in, as soon as the cross over happens (as well as having other factors in place), the trade will stop at that point. At the moment it will close at the start of the next 5 minute bar which can mean a jump in price if the indicators happens at the beginning of the 5 minute block.

I notice the drop down box on the simplified creation box is limited to “next bar open” setting…

Thanks in advance

dac
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05/21/2018 at 12:37 PM #71006

robertogozzi

As of this version of ProOrder it is not possible to work around this problem.

MTF (multi time frame) is a long-awaited feature still in the works, expected to be relased this year.

You may want to read https://www.prorealcode.com/topic/betatesting-multitimeframe-support-automatic-trading/.

robertogozzi
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