ProOrder backtest opens trade late

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01/10/2018 at 11:41 AM #58816 quote

wolf
Participant

Junior

Okay so I want to open a position on the first candle after the cross. From what you and others have said, this candle is used as a confirmation candle by PRT, but I need a work around for that and make PRT open a position on the open of the confirmation candle.

In the attached picture, for example, I would like to open a position at 9:00am instead of 9:30am. Since I’m using long timeframes (30 mins) and only executing positions when stocks are up/down high on the day, meaning that they almost never ‘need’ the confirmation candle.

Any idea on how I could do this? Shorter EMA is my go-to at the moment, but it doesn’t really work.

sbry-1.png

01/10/2018 at 12:21 PM #58820 quote

robertogozzi
Moderator

Master

In NO way and with NO broker and NO platform you can initiate a trade on opening of the confirmation candle. To be a confirmation candle it MUST close! Then you will enter.

Prt ALWAYS executes strategies when a candle closes, just BEFORE the next one opens (which is the entry candle).

There’s no workaround, I’m afraid.

01/11/2018 at 1:48 PM #59052 quote

Nicolas
Keymaster

Master

Vonasi wrote:

I have to confess that I am struggling to see the problem at the moment

Got exactly the same feeling 🙂
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ProOrder backtest opens trade late

ProOrder: Automated Strategies & Backtesting

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wolf @wolf Participant

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This topic contains 17 replies,
has 5 voices, and was last updated by Nicolas
8 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/09/2018
Status:	Active
Attachments:	4 files

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