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Only to execute trade at end of the time period

karljohn · 2017-08-25T11:04:12+00:00

Good morning I am new to programming. I am trying to backtest strategies and am having a problem with the set up. What I am trying to do is to execute a trade at the beginning of a new time period only if at the close of the previous time period the conditions are met. My problem is if during the previous time period the condition is met an order is executed and it doesnt wait to the close. Thanks for your time

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ProOrder: Automated Strategies & Backtesting
Only to execute trade at end of the time period

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08/25/2017 at 12:04 PM #44624 quote

karljohn
Participant

New

Good morning

I am new to programming. I am trying to backtest strategies and am having a problem with the set up.

What I am trying to do is to execute a trade at the beginning of a new time period only if at the close of the previous time period the conditions are met. My problem is if during the previous time period the condition is met an order is executed and it doesnt wait to the close.

Thanks for your time

08/25/2017 at 2:05 PM #44630 quote

robertogozzi
Moderator

Legend

No, ProOPrder ALWAYS executes strategies at the very close of each candle, just BEFORE a new candle is opened (where a new trade is opened if conditions are met). There is no way to execute a strategy before a candle is closed.

08/29/2017 at 9:19 PM #44889 quote

Derek
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Veteran

Well, you can go on a lower timeframe if the signal can be reproduced there.
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Only to execute trade at end of the time period

ProOrder: Automated Strategies & Backtesting

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karljohn @karljohn Participant

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This topic contains 2 replies,
has 3 voices, and was last updated by Derek
9 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/25/2017
Status:	Active
Attachments:	No files

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Only to execute trade at end of the time period

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Only to execute trade at end of the time period ProOrder: Automated Strategies & Backtesting

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Only to execute trade at end of the time period

ProOrder: Automated Strategies & Backtesting