trades counter with trade opening/closing in the same bar ?

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  • #260935 quote
    oliTR
    Participant
    Junior

    how to account for a trade which opens and closes in the same bar in a number of trades counter ?

    thank you

    #260944 quote
    robertogozzi
    Moderator
    Master

    Upon these conditions:


    a) your strategy does NOT stop & reverse

    1. it is NOT OnMarket in the current bar
    2. it was NOT OnMarket the prior bar
    3. StrategyProfit <> StrategyProfit[1]


    b) your strategy DOES stop & reverse

    1. OnMarket
    2. StrategyProfit <> StrategyProfit[1]


    You can OR both the cases if your strategy may do both kind of trades.



    Iván González thanked this post
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trades counter with trade opening/closing in the same bar ?


ProOrder: Automated Strategies & Backtesting

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oliTR @olitr Participant
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This topic contains 1 reply,
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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/09/2026
Status: Active
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