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Placing orders in a different Data Series.

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    Placing orders in a different Data Series.

    Hi,

    My Strategy is set to evaluate 'On bar close'. I've added a 1 tick data Series to this strategy, for accuracy during Playback.

    Is it possible to use this tick series to place all orders, manage stops, especially (once I can figure it out) trailing stops? In other words, is it possible to evaluate conditions at the close of each bar of the main data series, but place the orders on tick series? Can this be done using Strategy Builder?

    I have a feeling this will involve unlocking the code and changing ninjascript. Still, I would appreciate the pointers. Thanks!

    RK

    #2
    Hi RK, thanks for posting. It would require the script to be unlocked because you need to be able to run code within a condition block when BarsInProgress == 1 (0 is the primary series and 1 is the second series). The strategy builder will only run code when BarsInProgress == 0. We have an example here that shows how you can separate OnBarClose logic from OnEachTick logic by using the IsFirstTickOfBar property:



    Kind regards,
    -ChrisL

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