Up front, I don't think what I am asking makes sense but I'll ask anyway...
I don't have tick data, only 1min bar data. I want to place buy entries on a move above the prior close but I don't want to wait until the next close price, I want to enter at market using EnterLongStop(). This leads to all sorts of potential outcomes depending on where my subsequent profit and loss targets are. If all three prices trade in the same candle who knows what happened without tick data. Is there anyway of building such a backtest using only 1min bar data?
As a follow up question. If I am using 1min bar data and I enter on the close, this doesn't solve the problem of confusion if my profit target and stop loss prices are both touched in a subsequent candle. How is this confusion handled in a backtest?
For those interested, this is a good post on splitting tasks between tick and bar close events:
Cheers,
darmbk.
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