I don't seem to understand the order entry in NT. In order to get a better understanding, I downloaded the "Monitoring For & Trading a breakout" strategy from the Reference samples.
That strategy is supposed to place an order immediately when a break of a 15-bar range occurs. The order should be placed immediately, not waiting for the current bar to close as I understand the description.
However, when I run it on a 2-min chart in Strategy Analyzer I get the attached result. What appears to happen is that when the 15-bar range gets broken, the buy happens at the open price of the following bar.
Is the result on the chart expected or is there a bug in the sample code or an incorrect setting?
Many thanks
That strategy is supposed to place an order immediately when a break of a 15-bar range occurs. The order should be placed immediately, not waiting for the current bar to close as I understand the description.
However, when I run it on a 2-min chart in Strategy Analyzer I get the attached result. What appears to happen is that when the 15-bar range gets broken, the buy happens at the open price of the following bar.
Is the result on the chart expected or is there a bug in the sample code or an incorrect setting?
Many thanks
Attached Files
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