Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Submit an order on bar open price in the Strategy Analyzer

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Submit an order on bar open price in the Strategy Analyzer

    Hi,
    Is there a way to submit an order "on bar open" event in the Strategy Analyzer without using the TickReply?
    In my current version of the strategy, I use Calculate.OnPriceChange + IsFirstTickOfBar + TickReply to open an order at bar open price.
    If I don't use the TickReply then the OnBarUpdate() calls only on bar close even and the order fills at bar close price...

    All I need is to make an entry on bar open price. How can I avoid the TickReply in this case? I don't work inside the bar. Only the first tick needed.

    By the way, I use the unmanaged approach.

    Thanks,
    Lender.
    Last edited by Lender; 11-20-2018, 09:42 PM.

    #2
    Hello Lender,

    Thank you for the post.

    In general, the platform works OnBarClose for historical tests and there is no concept or option to set it to use OnBarOpen. IsFirstTickOfBar would generally be required to simulate OnBarOpen logic as that would be the tick which closed the prior bar and is opening the current bar. You would need intrabar granularity to activate the IsFirstTickOfBar property so it could be used logically.

    This is something you would need to use logic to do like you have explained.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by lightsun47, Today, 03:51 PM
    0 responses
    5 views
    0 likes
    Last Post lightsun47  
    Started by 00nevest, Today, 02:27 PM
    1 response
    9 views
    0 likes
    Last Post 00nevest  
    Started by futtrader, 04-21-2024, 01:50 AM
    4 responses
    45 views
    0 likes
    Last Post futtrader  
    Started by Option Whisperer, Today, 09:55 AM
    1 response
    14 views
    0 likes
    Last Post bltdavid  
    Started by port119, Today, 02:43 PM
    0 responses
    9 views
    0 likes
    Last Post port119
    by port119
     
    Working...
    X