| Automated Trading Black box systems, strategy automation, algorithmic trading, etc... |
![]() | | Tweet | |
| | #1 | ||
![]() | EL Coding Question 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. | ||
| |
|
| | #2 | ||
![]() | Re: EL Coding Question IOG means IntrabarOrderGeneration with IOG, TS will treat the next tick as the "next bar" in order generation. . Last edited by Tams; 07-18-2009 at 10:21 AM. | ||
| |
|
| The Following User Says Thank You to Tams For This Useful Post: | ||
rajatheroyal (07-18-2009) | ||
![]() |
| Tags |
| intrabarordergeneration, iog |
| Thread Tools | |
| Display Modes | Help Others By Rating This Thread |
| |
| ∧ Similar Threads | ||||
| Thread | Thread Starter | Forum | Replies | Last Post |
| Coding Help for TS | blib | Coding Forum | 2 | 03-31-2009 08:53 AM |
| Coding Help | PeterBrazel | Coding Forum | 11 | 03-22-2009 04:44 PM |
| CQG - Coding | Papa Lazarou | Coding Forum | 4 | 01-12-2009 08:13 PM |
| Coding Help | waveslider | Coding Forum | 1 | 08-03-2007 04:48 PM |
| [VSA] Coding | TinGull | Coding Forum | 2 | 03-18-2007 01:05 PM |