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How To Enter Position on Past Bar

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    How To Enter Position on Past Bar

    I've been reading through the forums, and unfortunately I see that it is not possible to peek ahead at data from a future bar. My first question is, since the data is available in the NT engine, will there be an API that supports this feature any time soon?

    Second question is; if I can't peek ahead at a future bar's data, then how can I enter a position on the previous bar, i.e NOT the current bar?

    #2
    Unfortunately we would not allow to 'peek' ahead in historical testing, as the same would not be doable on the very right hand side of the chart that would trade live - you can for sure prepare an order for the next bar (limit, stop, stoplimit).

    If you want to work orders on the currently developing bar, please set CalculateOnBarClose = false.

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      #3
      Is it possible to enter orders on a previous bar?
      Not the current bar, not the next bar, but the previous bar?

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        #4
        I should add - this is only for back testing historical data. It obviously would not be used in a real time trading system.

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          #5
          eplum, unfortunately not - you can submit, amend, change and cancel orders as you need on the currently processed bar by the strategy's OnBarUpdate().

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