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CalculateOnBarClose = true. dumb question

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    CalculateOnBarClose = true. dumb question

    Scenario: With CalculateOnBarClose and a market order is submitted (EnterLong or EnterShort) it will be filled immediately by the exchange correct?
    Question: I think this is true as you submitted a live market order to the exchange and it doesn't know of bar close. I am pretty sure I am right sure but thought I would ask
    to be positive.

    Cheers

    #2
    Hello ct,

    Thanks for your post.

    Yes, if the strategy uses Calculate.OnBarClose and you call EnterLong/EnterShort, then at the close of the bar when the order entry condition becomes true the strategy will submit an order and that order will be filled. This is because the OnBarUpdate() method will process at the close of each bar when Calculate.OnBarClose is used.

    For example, if you are using Calculate.OnBarClose and call EnterLong and your order entry condition become true, a market order will be submitted and filled when the bar closes.

    See this help guide documentation for more information about Calculate: https://ninjatrader.com/support/help.../calculate.htm

    Let us know if we may assist further.
    Brandon H.NinjaTrader Customer Service

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