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how to submit order when the first tick met the conditions

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    how to submit order when the first tick met the conditions

    Im trying the strategy on replay.

    I found out the conditions is correctly shown at all time. But when I look at the pass order, all of them will be submitted at the Open of the next bar. The exit of the order is correct.

    How do I change this?

    I can see there is exit by the end of the bar can be True or False, but I dont see Enter by the tick or end of the bar setting.

    Which setting did I miss?

    Im seeing these in the pass historys before the recorded data, could it be just for, and all new order will be submitted whenever the first tick met conditions in future bars?

    Thanks.

    #2
    Backtested orders always are entered on the opening of the next bar. There is no way around.

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      #3
      That's ok for backtest order.

      If im going to run the strategy in a live simulated enviroment, am I going to see the entry/exit at the intra-bar?

      I am going to run the strategy using live data to forward test. So want to make sure my setting is right, so the entry/exit is at the intra-bar before I start.

      Thanks.
      Last edited by MoreYummy; 08-15-2008, 08:12 AM.

      Comment


        #4
        Note: You could test the live behavior on the sim feed/account to see how it works. Yes, orders are submitted right as you trigger the order method in your OnBarUpdate method.

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