Hi,
I apologize, if this has been answered already...
But how do you enter on the same bar once your entry blocks have fired?
I understand that "Close" would make you enter on the next bar, which on a D chart would be next session.
I tried to use High/Low crosses X as entry trigger, but still I get filled next session.
as well Highest/Lowest ( but that I understand, you only use when talking about several period high/low)
2nd question for filters - the variables must match the main entry condition, for example I can't have, enter long when High crosses X
while filter have Close is greater than X meaning both should have "high" as it's filter, it would create a conflicting statement, correct?
I apologize, if this has been answered already...
But how do you enter on the same bar once your entry blocks have fired?
I understand that "Close" would make you enter on the next bar, which on a D chart would be next session.
I tried to use High/Low crosses X as entry trigger, but still I get filled next session.
as well Highest/Lowest ( but that I understand, you only use when talking about several period high/low)
while filter have Close is greater than X meaning both should have "high" as it's filter, it would create a conflicting statement, correct?
Rename
You’d need to calculate at what price your high/low cross would need to occur at, and then issue a limit/stop order for the following bar. WL cannot execute on the same bar as the one being processed.
QUOTE:
I apologize, if this has been answered already...
Yes, it's been. Regarding how to calculate the crossover value on the next bar as Glitch suggests, we advised in Post #6 in another topic:
https://www.wealth-lab.com/Discussion/Backtest-a-breakout-in-the-stock-if-an-index-ETF-is-above-its-EMA-9547
Your Response
Post
Edit Post
Login is required