Opening Gap trading, code/functions

[pkittali]

Hi,

I am trying to backtest a strategy for stocks where I enter a buy order at the high of the first candlestick (5 min) (Start of the market). Could you help me the code or functions to achieve this.

[NinjaTrader_AlanS]

Opening Gap trading, code/functions

Hello pkittali,

Thanks for writing in to our Support team.

You can create a check using Bars.FirstBarOfSession to make sure that you are on the first bar, and then submit a buy order at the High using the EnterLongStop() method.

For example:

if(Bars.FirstBarOfSession)
{
EnterLongStop(High[0]);
}

You can follow these links to our help guide which explain FirstBarOfSession and High:

FirstBarOfSession: http://ninjatrader.com/support/helpG...rofsession.htm
High:
http://ninjatrader.com/support/helpGuides/nt7/high.htm

You can find more information on the EnterLongStop() method here:
http://ninjatrader.com/support/helpG...erlongstop.htm

Please let me know if I may be of any further assistance.