Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

CalcOnBarClose FALSE & BarsSince

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    CalcOnBarClose FALSE & BarsSince

    I've been working on a strategy which runs with CalculateOnBarClose = false. I've also been restricting trade frequency with some success using BarsSinceEntry and BarsSinceExit criteria but occasional unexpected results. The issue is that a series of trades will (only sometimes) execute in rapid succession -- which is what I am trying to prevent with the BarsSince criteria. I was wondering if the CalcOnBarClose = false might have something to do with it.

    Can anyone advise if BarsSinceEntry/Exit functions might be affected in the case of running a strategy with CalcOnBarClose = false?

    I'll continue checking/testing to determine the issue, but figured I'd ask this question here.

    Thanks!

    #2
    Pepperdog, what would effect your strategy on running CalculateOnBarClose = false is this - your conditions can become true / false multiple times intrabar, as the building bar could trigger trades that would be negated at the closing time of the bar.
    BertrandNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by rocketman7, Today, 01:00 AM
    0 responses
    1 view
    0 likes
    Last Post rocketman7  
    Started by wzgy0920, 04-20-2024, 06:09 PM
    2 responses
    27 views
    0 likes
    Last Post wzgy0920  
    Started by wzgy0920, 02-22-2024, 01:11 AM
    5 responses
    32 views
    0 likes
    Last Post wzgy0920  
    Started by wzgy0920, 04-23-2024, 09:53 PM
    2 responses
    74 views
    0 likes
    Last Post wzgy0920  
    Started by Kensonprib, 04-28-2021, 10:11 AM
    5 responses
    193 views
    0 likes
    Last Post Hasadafa  
    Working...
    X