Exiting all positions with one SL

[koganam]

Ok, sounds logical...

Is there at least a possibility to generate the signal on the entry of the position? This would mean, that the "Open[-1]" from before would be the Open[0]. Could I use this to generate a valid SL?
I'm referring here only to the backtesting, so no live trading. And always CalculateonBarClose = true. So would Open[0] still not work? Is there anything like OnEntryPosition()?

Regards

Sepp

In backtesting in NT, CaclulateOnBarClose is always true. Therefore, Open[0] does not make sense either: it is the open of the bar that just closed. The closest thing (on most bar types intraday at least), to the open of the next bar is the close of the current bar, ie., Close[0]. In fact, on most chart times, these are identical, as intraday gaps are almost an impossiblity.

OTOH, if CalculateOnBarClose = false, then Open[0] is the open of the current bar. But you can not test that in backtest: you want to test that in either simulation, or MarketReplay.