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Submit an order on bar open price in the Strategy Analyzer

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    Submit an order on bar open price in the Strategy Analyzer

    Hi,
    Is there a way to submit an order "on bar open" event in the Strategy Analyzer without using the TickReply?
    In my current version of the strategy, I use Calculate.OnPriceChange + IsFirstTickOfBar + TickReply to open an order at bar open price.
    If I don't use the TickReply then the OnBarUpdate() calls only on bar close even and the order fills at bar close price...

    All I need is to make an entry on bar open price. How can I avoid the TickReply in this case? I don't work inside the bar. Only the first tick needed.

    By the way, I use the unmanaged approach.

    Thanks,
    Lender.
    Last edited by Lender; 11-20-2018, 09:42 PM.

    #2
    Hello Lender,

    Thank you for the post.

    In general, the platform works OnBarClose for historical tests and there is no concept or option to set it to use OnBarOpen. IsFirstTickOfBar would generally be required to simulate OnBarOpen logic as that would be the tick which closed the prior bar and is opening the current bar. You would need intrabar granularity to activate the IsFirstTickOfBar property so it could be used logically.

    This is something you would need to use logic to do like you have explained.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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