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rajatheroyal

How to Enter Current Bar on Market Backtesting

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i have eod data alone...and i want to buy if high of this bar is greater than high of yesterday...i want to buy on market as soon as previous day high is broken....is it possible to give such order? Tradestation seems to accept orders on close of the current bar it seems...is there a solution....

 

if H>H[1] then

 

buy at H[1] at current bar

 

this is all i want ....i dont have intraday data....

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raja,

 

If you only have end of day data that does not update prices during the day then you can not accomplish "buy on market as soon as previous day high is broken" via TS system or with EL order placement objects

 

hth

 

zdo

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thanks but i just want to backtest a system.in offline mode..for that only i am asking..i am not asking about real time orders and real trades...

 

I just want to backtest a simple system... which buys on the break of previous day high ...

 

if H> H[1] then

 

buy this bar at the high of previous bar;(but TS accepts only orders based on close of bar)

 

but i want to buy not on close but instead as soons as market breaks the high of yesterday ...so is it possible in tradestation ? if i had intraday data i could use [intrabarordergeneration=true] but since i have eod data alone whats the solution ....

Edited by rajatheroyal

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