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Enter Position On Same Bar When Conditions Are Met

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    Enter Position On Same Bar When Conditions Are Met

    Hey, I'm trying to have the short position opened when the conditions are met. The problem I'm having is that once the conditions are met the short position is opened one the next bar. Is there a way to have this position open on the same bar the condition was met?

    Thanks you for your time and help!

    #2
    Hello xNICK,

    Thanks for your post.

    When looking at historical trades the strategy would operate as if Calculate.OnbarClose were true and that is the expected behavior (detect condition/place order, order filled on next bar).

    For live data, to detect the cross and immediately place the order and fill within the same bar you would need to use the mode of Calculate.OnPriceChange or Calculate.OnEachTick. These modes will cause your script to recalculate on each price change or each tick instead of once per bar. As such you may find that cross conditions can occur and then can uncross while price oscillates within the bar then cross again and uncross, etc, etc, and this can lead to multiple unexpected orders. You would need to code your strategy to prevent this possible re-entry of conditions.

    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Ok I already had my strategy set to Calculate.OnPriceChange. Then when I ran it the historical data won’t act the same. I didn’t know the historical data only Calculate.OnBarClose, that’s good to know.

      Thnanks again for your time and help!

      Comment

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