[skan]

Hello.

I have an strategy that works on 15 min bars.

I need the strategy to exit 1 minutes before the session ends.
I've already tried to run it on 1min bars but no combination of the parameters work as well as before and it's much slower.

I've thought in different ways to get it.


a)
Open a 1 min chart on Data1 and another 15min chart on Data2
change the code in order to run the strategy on Data2
add a time exit on Data1
I've tried it but it doesn't run as expected, it's quite confusing

b)
On the same 15 min bars chart add the original strategy
and add a new one with intrabarordergeneration=t rue
is it the right way?
Any advise?

thanks

[Tams]

I would not push an auto-strategy to the last minute, for several reasons:

1. most brokers require the last order at least 3 minutes before session end to ensure a proper fill.

2. if something happens between you and the broker at the last minute (e.g. internet, computer hiccup, etc),
you will have no alternative until the next session.

3...

[Tams]

you can try this:

var:
Last.Order.Time(1558);

If currenttime = Last.Order.Time then
begin
    buytocover...
    sell...
end;

p.s. you will need intrabarordergeneration to execute anything intrabar.

[skan]

Originally Posted by Tams »

you can try this:

var:
Last.Order.Time(1558);

If currenttime = Last.Order.Time then
begin
    buytocover...
    sell...
end;

p.s. you will need intrabarordergeneration to execute anything intrabar.

Hello

But how can I activate IntraBarOrderGeneration just for this part of the code and not for all the strategy ??
Do I need to add IntraBarOrderGeneration=T RUE in the functions too ?

If I put 2 strategies on the same chart and one of them buys ... can I detect marketposition change from the other one? Or each strategy detects only its MP changes??


When working with intrabarordergeneration=T RUE... if I say Close[1] I mean the close of one bar ago.
How do I get the value of 3 ticks ago?

thanks

[Tams]

if your idea is to close all position at end of day,
you can use SetExitOnClose.
but you have to set your session time to X minutes before the actual close,
because it is practically not possible to submit an order at the last tick.

[Tams]

Originally Posted by skan »

Hello

But how can I activate IntraBarOrderGeneration just for this part of the code and not for all the strategy ??
Do I need to add IntraBarOrderGeneration=T RUE in the functions too ?

IOG is for the whole strategy, not a particular line.

Originally Posted by skan »

If I put 2 strategies on the same chart and one of them buys ... can I detect marketposition change from the other one? Or each strategy detects only its MP changes??

thanks

read up on:

MarketPosition_at_Broker
MarketPosition_at_Broker_ for_The_Strategy