Open and Close at start and end of same bar

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  • 06/03/2016 at 3:52 PM #8766 quote
    K12AN
    Participant
    Junior

    Hello

    I would like to Open a trade at the start of a bar and close it at the end of the same bar i.e. my exit criteria is the end of the time period.

    Example:

    I wish to go long on a 15 min bar – I would like to buy 1 lot at 11:00 and exit my position at 11:15.

    Thanks

    K12an

    06/03/2016 at 4:45 PM #8768 quote
    Adolfo
    Participant
    Senior

    Hi K12AN, do you want something like this?

    IF TIME=110000 THEN
BUY AT MARKET
ENDIF
IF TIME=111500 THEN
SELL AT MARKET
ENDIF

    Or

    IF LONGONMARKET THEN // Next bar will be closed no matter what time
SELL AT MARKET
ENDIF
    06/03/2016 at 5:01 PM #8769 quote
    Adolfo
    Participant
    Senior
    IF YOURCONDITIONS THEN
BUY AT MARKET NEXTBAROPEN
ENDIF

IF LONGONMARKET THEN
SELL AT MARKET
ENDIF

    Hope it helps you 😉

    06/03/2016 at 5:23 PM #8771 quote
    K12AN
    Participant
    Junior

    Thanks Adolfo – will give it a try 🙂

    06/03/2016 at 7:25 PM #8775 quote
    Nicolas
    Keymaster
    Master

    NEXTBAROPEN is depreciated. Each conditions are tested at close of the bar and then trade are launched at the next bar open.

    Adolfo thanked this post
    06/06/2016 at 11:39 PM #8899 quote
    K12AN
    Participant
    Junior

    Not having much luck with this I’m afraid.

    I wanted to open a trade every day at 7am and close it at 5pm – but haven’t been able to make it work.

    Even when using the function in beta version 10.3 it doesn’t generate any trades in backtesting

    06/07/2016 at 7:32 AM #8906 quote
    Nicolas
    Keymaster
    Master

    What is the timeframe used for your conditions? May I ask you to put here your entire code for a better comprehension? Thanks! 🙂

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Open and Close at start and end of same bar


ProOrder: Automated Strategies & Backtesting

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Author
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K12AN @k12an Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by Nicolas
9 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/03/2016
Status: Active
Attachments: No files
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