I have a strategy that works on the primary dataseries that mark the" trigger bar" with a colored arrow after the close of the bar (if the close start the trigger) .
The close price of the trigger bar is the price of the limit order that have tu be used in order submission.
I order to avoid slippage and not filling of the order, I would like to know if it is possible :
1) duplicate the primary dataseries (I think yes)
2) substitute (in the duplicate dataseries) dinamically the close[0] with a forecast price (this is the main question)
3) allow strategy to calculate if that forecast price will start the trigger and , if the answer is "YES", submit the limit order with the forecast Price as limit price ( I think it is possibile)
4) after the bar is closed the previous bar[0] that now is bar[1] have to be (in duplicate dataseries) set like bar [1] of the primary data series and the the new bar[0] modified (with the another forecast price) start the same process explained at point 3
Forecast price is calculated by another function of the same strategy
thanks for support
Roberto
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