You can erase this message if you want.
Thank's a lot.
Good morning,
I test a MTF strategy (5/60 min) and I have a problem.
I explain exit strategy:
The system must exit the order when the close of hour candle is superior at the EMA 10 hour.
The system work with 2 time frame 5 and 60 min.
My code is:
protected override void Initialize()
{
Add(Instrument.FullName,PeriodType.Minute, 60,MarketDataType.Bid);
CalculateOnBarClose = true;
}
After:
protected override void OnBarUpdate()
{
if(BarsInProgress==1)
{
ema10hour=EMA(Close,maCourteLenght)[0];
}
//exit condition
if(BarsInProgress==1)
{
if(Position.MarketPosition == MarketPosition.Short && CrossAbove(Close,ema10hour,1))
ExitShort("CS2", "S");
}
}
The system exit me well but not at the good price like you see in the joint picture. The price whose take by the statment is the price of the EMA and it should take the close price.
Thank's for your help.
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