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end of bar and intrabar in same strategy

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    end of bar and intrabar in same strategy

    I'm creating a Strategy that uses entry signals that are end of bar, but the system also has targets (fixxed at entry) which should execute intrabar and a dynamically updating stop price.

    I understand I can set the system to execute end of bar or intrabar from the strategy parameters, but not sure how I should approach this programmatically.

    I could either just send out market orders for everything (entries and exits) which in my head just feels simpler for my first go at a strategy, or try something using SetStopLoss and SetProfitTarget.

    I understand I'm asking a mouthful. Just looking for clues or hints. If anyone can point me to an example Strategy to study that would be very helpful also.

    Thanks much,

    Bob

    #2
    Hi Bob,

    For combining your strategy to have some logic CalculateOnBar close = false, and other logic as COBC = true, see the following reference sample:
    http://www.ninjatrader.com/support/f...ad.php?t=19387

    SetProfitTarget() and SetStopLoss() are used for convenience, to automatically submit protective orders. They will monitor for the filled event on the entry order, meaning you can use them with CalculateOnBarClose = true and they'll be submitted as soon as you enter the position.
    Ryan MNinjaTrader Customer Service

    Comment


      #3
      As always, supremely helpful and fast to boot!

      Mucho gracias

      Comment

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