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Old 07-16-2009, 10:03 AM   #1

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EL Coding Question

Hi am a newbie in coding.I have just started using TS.I wanted to test one simple strategy
if high > high[1] then
buy next bar at market;
in this strategy is there any way so that the order executes immediately as last bar high is breached? because the current bar executes the order only at the closing price and if i use next bar the difference is too much between the prices when i use weekly or monthly charts.
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Old 07-18-2009, 10:07 AM   #2

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Re: EL Coding Question

you can set the strategy to IOG


IOG means IntrabarOrderGeneration

with IOG, TS will treat the next tick as the "next bar" in order generation.


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Last edited by Tams; 07-18-2009 at 10:21 AM.
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