Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
sync strategy with account
Collapse
X
-
If I understand correctly, when running on historical daily bars, Time[0] will always be 93000, so a condition like (ToTime(Time[0]) >= 150000) will always be false, and therefor I will again get flat positions when running on historical after I enable it.
So how can I combine between daily historical bars, and intraday execution when running realtime?
Comment
-
Hello,
Understood correctly daily bars we cannot look inside the bar to tell what occured at what time. Only live.
Therefor you are unable to do this with daily bars.
You would need to add in a secondary data series of minute bars to be able to do this Intra bar and is known as adding granularity.You would add in minute bars and then move all your order execution to these minute bars to run off of it and the order submission logic you could still have your daily bar inputs.
Let me know if I can be of further assistance.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by GussJ, 03-04-2020, 03:11 PM
|
16 responses
3,279 views
0 likes
|
Last Post
by Leafcutter
Today, 04:14 PM
|
||
Started by WHICKED, Today, 12:45 PM
|
2 responses
19 views
0 likes
|
Last Post
by WHICKED
Today, 03:36 PM
|
||
Started by Tim-c, Today, 02:10 PM
|
1 response
8 views
0 likes
|
Last Post Today, 02:52 PM | ||
Started by Taddypole, Today, 02:47 PM
|
0 responses
5 views
0 likes
|
Last Post
by Taddypole
Today, 02:47 PM
|
||
Started by chbruno, 04-24-2024, 04:10 PM
|
4 responses
51 views
0 likes
|
Last Post
by chbruno
Today, 02:38 PM
|
Comment