I understand using UniRenko/Renko bars give false entries in backtest (due to false candlestick openings). However, would it give false entries trading on a sim account in the live market with strategy setting of OnPriceChange? using code:
IF(LongEntry())
{
EnterLongLimit( ... , GetCurrentBid(0), ... ),
}
IF(LongExit())
{
ExitLongLimit( ... , GetCurrentAsk(0), ... ),
}
would I expect to get entries/exits to the Bid/Ask that are false? As I watch the strategy in real time/on the Live market, the Bid/Ask data does appear to pass through all of my limit orders as i see them get filled. Just asking this question generally, not needing an in-depth discussion. Thank you!
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