At the start of each day the strategy should calculate an offset to be added to the close of the previous day's bar and use this as a long entry stop order for the day. If the order gets filled during the day, it should be closed at the end of the day otherwise the order should just get cancelled. I found a few easylanguage strategies that did something similar with a few lines of code.
What would be the best approach for doing this in NT8? My latest try was to use daily bars as main dataserie and add minute bars as secondary to place the limit orders on (a technique explained elsewhere on this forum). However, the limit orders never get filled during backtesting, even if the daily candle traverses the limit.
Any tips to get me started would be appreciated.
(edit: just realized I've put this in the wrong sub-forum - it should have been in strategy development)
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