Probacktest enters too late

• 02/01/2021 at 2:42 PM #160056
  Stocks008

  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

  

  Stocks008

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  02/01/2021 at 3:11 PM #160059
  Vonasi

  Use a STOP order rather than a BUY AT MARKET order.

  buy 1 contract at high stop

  1	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.

  https://www.prorealcode.com/documentation/stop-pending/

  https://www.prorealcode.com/documentation/limit/

   

  2 users thanked author for this post.

  Midlanddave, Stocks008

  

  Vonasi

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  02/01/2021 at 3:17 PM #160060
  Stocks008

  I will give it a try thank you.  🙂

  

  Stocks008

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