Enter Long as in Stop Loss
Hi, I've noticed that in backtesting NT enters long or short once the bar closes. For example, if I need to enter long once the current price reaches a previous high, NT will enter long next bar open if the current bar goes upper than a previous high.
But in realtime data feed, if onbaronclose is setted to "false" NT will enterlong realtime (with some slippage obviously) once previous high is triggered and before the current bar closes.
The fact is that results in backtest will differ a lot and for an analysis purpose, I'd like to get the statics as similar as in realtime data with onbaronclose setted to false.
I've noticed also that SetStopLoss feature can be setted to "true" in order to simulate the stop limit price once is reached.
The question is if can I set an enterlong price like the "true" feature in SetStopLoss feature, in order to enterlong on a specific price on backtest.
Thanks in advance.
But in realtime data feed, if onbaronclose is setted to "false" NT will enterlong realtime (with some slippage obviously) once previous high is triggered and before the current bar closes.
The fact is that results in backtest will differ a lot and for an analysis purpose, I'd like to get the statics as similar as in realtime data with onbaronclose setted to false.
I've noticed also that SetStopLoss feature can be setted to "true" in order to simulate the stop limit price once is reached.
The question is if can I set an enterlong price like the "true" feature in SetStopLoss feature, in order to enterlong on a specific price on backtest.
Thanks in advance.
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