Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

skan

Members
  • Content Count

    26
  • Joined

  • Last visited

Everything posted by skan

  1. skan

    Market Order

    Hi As far as I can see when you work in a bar basis, let say 15 min bars, what's going on is: Yo switch your system on at 8:00 At 9:15 ends the first bar and you get its O, H, L and C At 9:30 you get OHLC of the 2nd bar 9:45 -> 3rd 10:00 -> 4th .... Then, the first time we get information is at 9:15. Then we can execute one loop of our strategy with the OHLC of the bar that just ended. (*) I think everybody agrees up to this moment. The problem is what happen next. With that output (*) I want to send an order to the market, but I don't want to send it at the end of the current bar but just now, as soon as I get the last OHLC and my strategy runs once. It doesn't mean to know the future or anything like that because I don't want to know the low, high or close of the current bar, I'm using information from the last bar instead. I need some simple code showing how to use intra-bar order execution from a strategy on MC but I can't find any. regards
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.