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Buys/Sells on different bar series
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Buys/Sells on different bar series
Hey guys just wondering if this is possible in NT script? I have a strategy that buys ES futures on the 1 minute series (thats a secondary series in my strategy) then it sells the trade on the 1 bar renko data series which is the primary series in my strategy, however, I noticed that in some cases the strategy will show a sell before a buy at a lower price as a stopout for example the sell at 2020.5 at 10:45:36 seconds and buy at 2021 at 10:46:00 am. Should I be keeping the entries/exits within the same bar series to avoid this problem?Tags: None
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Hello elitetradernyc,
Thank you for your post.
If you are using the managed approach your Exit() method will not submit an order unless you are in a position. In addition, this idea will work on historical data/backtesting but in real-time the orders will be executed on the instrument price data not any specific bar series.
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Hello elitetradernyc,
Thank you for your response.
Please refer to the thread at the following link and let me know if you have any questions: http://www.ninjatrader.com/support/f...ad.php?t=42075
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