I want a condition like "Open is < Close of 1 bar before", but the Open should be the open of the bar, when the stock is bought.
I know this behavior could only be traded in reality with "one cancels another" limit orders, still I would like to backtest it.
I think I cannot do this with building blocks, right? Would it be possible with coding - with "peeking into the future"?
Best regards,
Werner
I know this behavior could only be traded in reality with "one cancels another" limit orders, still I would like to backtest it.
I think I cannot do this with building blocks, right? Would it be possible with coding - with "peeking into the future"?
Best regards,
Werner
Rename
Sure, you can do that in blocks too with the Power Pack > NextSessionOpen indicator.
This example shows how to buy at the Open when the Close is above the SMA, but only when the [NextSession]Open < Close. You'd schedule the Strategy Monitor to run this at the open (09:30:00) and make sure you have a Historical Provider that can return a Partial Bar.
This example shows how to buy at the Open when the Close is above the SMA, but only when the [NextSession]Open < Close. You'd schedule the Strategy Monitor to run this at the open (09:30:00) and make sure you have a Historical Provider that can return a Partial Bar.
Thank you very much!!!!!!!!!!!
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