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Entry order locations

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    Entry order locations

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    How come when I'm using OnBarClose and sending an order to Sell at the HIGH, it doesnt do it?
    Code:
    EnterShortLimit(DefaultQuantity, High[0], "Short Entry");
    (I havent tried this Live or on Playback, this is just theoretical)

    #2
    if you cant tell, it entered at the middle of the candle not at the High
    I'm guessing its because its because it was for the order for the previous candle's High that ended up filling on this one (in the middle)

    Comment


      #3
      When the strategy is set to bar close, the price bar is only accessed once, at bar close. Nothing can happen till then and at that time the order goes in, but it looks delayed and at the wrong price level. When running on bar close, the current bar is not the rightmost bar. It is one bar to the left.
      eDanny
      NinjaTrader Ecosystem Vendor - Integrity Traders

      Comment


        #4
        Hello ezrollin,

        Thank you for your patience.

        Correct, when you are calculating OnBarClose, this means that OnBarUpdate will only be called once at the close of each bar. There is no access to intrabar fills with this option. For more information:


        Please let us know if we may be of further assistance.
        Emily C.NinjaTrader Customer Service

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