Hi All,
this post refers to Josh's post on the NinjaScript reference samples entitled "Strategy: Backtesting NinjaScript Strategies with an intrabar granularity".
Josh (or anyone else)... Great example. Thanks. Questions - If I have multiple time frame bar series objects as in your example, how would I manage a stop loss exit strategy....?? For example, I am simulating a trailing stop right now by calling SetStopLoss() for an open order on each OnBarUpdate () method. I feed it a hard price and it simulates a trailing stop.
However, SetStopLoss() doesn't have an 'barsinprogess index' field. So right now, I think I'm generating signals on 5 min data, entering a trade on 1 min data, and I assume, my stop loss via SetStopLoss() should be exiting off 5 min data...??? How do I get the stop & Profit targets to also work off 1 min data....? I assume I have to use the IOrder objects as per another example you have posted...?
Many Thanks
this post refers to Josh's post on the NinjaScript reference samples entitled "Strategy: Backtesting NinjaScript Strategies with an intrabar granularity".
Josh (or anyone else)... Great example. Thanks. Questions - If I have multiple time frame bar series objects as in your example, how would I manage a stop loss exit strategy....?? For example, I am simulating a trailing stop right now by calling SetStopLoss() for an open order on each OnBarUpdate () method. I feed it a hard price and it simulates a trailing stop.
However, SetStopLoss() doesn't have an 'barsinprogess index' field. So right now, I think I'm generating signals on 5 min data, entering a trade on 1 min data, and I assume, my stop loss via SetStopLoss() should be exiting off 5 min data...??? How do I get the stop & Profit targets to also work off 1 min data....? I assume I have to use the IOrder objects as per another example you have posted...?
Many Thanks
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