Support Board
Date/Time: Fri, 04 Jul 2025 13:23:55 +0000
Post From: evaluation sequence on bar close, server side, and backtest with update every N seconds
| [2020-04-21 23:59:32] |
| arruga - Posts: 253 |
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I got a sprdsheet system Entry BUY on bar close Attached stop/target orders via the trade window trade mgment studies, one for stops, one for targets. Couple of questions 1) What's the sequence order of instruction execution? in the bar close that causes the trigger, do the attached orders get to be placed first, and then immediately moved by the trade mgment studies? or the trade mgment studies are queried first, so they won't get to move these orders until the close of the next candle? 2) If I use server side OCO and server side bracket orders, the trade mgment studies do modify the live orders sitting with the trading service every time that conditions to move orders are satisfied, correct? (no need to disable these options) 3) when I backtest (bar-based) using 'on bar close' , trade mgent studies do modify stop/target locations as desired. But when uising 'every N seconds', trade mgment studies don't modify them on the back test Thanks |