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Question about OnBarUpdate of Strategy
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Question about OnBarUpdate of Strategy
In a strategy, the OnBarUpdate method is read on every tick or on bar close? I have the CalculateOnBarClose variable set to true on initializebut it does not exit where I want to. The way I have it set up is to read on bar close and compare to the open price. If the change is N number of points then exit. But I think it is executing before like if it was reading ticks. In simulation it does run as it should.Tags: None
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Well, what I was trying to say is that I programmed my strategy to enter at certain point and to exit when it reaches certain number of points gained/lost. Now, it has to happen after the bar closes; it checks where it closed and if it has reached either point of profit/loss or more then fires the order. It is not happening like that though. It is reaching the profit point in the middle of a bar and firing the order there; but not after the bar has closed.
In any case, I'll try that and see the time stamp.
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