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Strategy Execution
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Strategy Execution
My question is for a strategy programmed to calculate on bar close of a five minute bar. When the bar closes and the strategy logic indicates all the parameters are met, does there have to be a tick in the market the very split second thereafter for a trade to be executed? If not then will the strategy logic be ignored thus producing a missed trade. How long after a closed bar does a strategy signal remain active for all of the other parameters to be met such as a tick or volume on the next bar.Tags: None
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