how to account for a trade which opens and closes in the same bar in a number of trades counter ?
thank you
Upon these conditions:
a) your strategy does NOT stop & reverse
- it is NOT OnMarket in the current bar
- it was NOT OnMarket the prior bar
- StrategyProfit <> StrategyProfit[1]
b) your strategy DOES stop & reverse
- OnMarket
- StrategyProfit <> StrategyProfit[1]
You can OR both the cases if your strategy may do both kind of trades.
Grazie Roberto,
found the trick using “LongTriggered” and “ShortTriggered” expressions