Good day,
When I backtest a system, the market only enters on the next candle open. For example:
If the price crosses over the high of the previous candle, the system will enter only after that candle has closed which is too late. I need the entry on the same candle breaking the high.
Some tips would be greatly appreciated.
Thank you
Use a STOP order rather than a BUY AT MARKET order.
buy 1 contract at high stop
This sends a pending order at the close of a candle to buy at the high price of the candle. The order lasts one bar.
STOP (pending)
LIMIT
I will give it a try thank you. 🙂