My problem:
In fast markets the strategy will often get an invalid order message because the market has moved too fast.
What I would like to do:
Before the current bar, closes, if the strategy has a valid signal, I would like to place a pending order 1 tick above/below the bars predicted high/low to get in the trade on the next bar. Placing the order on the current bar for the next bar should avoid invalid orders in a fast market? If the new bar never hits the price, the order should be cancelled.
For example using a long entry, the buy stop order price is calculated from the bars current low + (5*TickSize) because the bar will close no higher than the current low + 4 ticks.
Because I don't know all the ins and outs of how NT places orders, I'm not sure if this is possible or if my 'solution' is a real solution or not.
Thanks in advance.
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