For this case:
Strategy::OnBarUptate()
{
if (Time[0].Day == 1) // enter on first of the month
EnterLong(100, "D1_" + Time[0].ToShortDateString());
}
Then on the chart view it shows that the actual purchase was made on the following day (the 2nd of each month) at the open price.
In the orders view it shows the time as 1st at 1pm.
So its like the order is placed just after the close so its filled the next day I suppose.
Is there a simple way to buy at the close? I realize that the indicator would need to be based on a value a few seconds before the close and am willing to neglect that effect.
Thanks!
Chris
Comment