Support Board

Date/Time: Sun, 05 May 2024 23:00:30 +0000

Post From: Submitting during the same bar rapid sequence of orders from spreadsheet

[2021-07-19 07:36:54] Link To Thread - Link To Post [Go To First Post]
Good Man - Posts: 5
I want to submit several orders within the same bar using spreadsheet trading (ST). The logic of the ST seems to be designed to avoid it, but in my case I need it. The main problem is that trading signals can be reset only at new bar using the Reset Condition On New Bar study input, but this is not frequent enough for my purpose. I would like to be able to submit orders at each study update, which I set to 10 milliseconds, while trade bars (eve for tick data) can be updated some time only after few seconds(for illiquid symbols), and in any case I do not need historical trade data to submit my order, but only the bid/ask. As a workaround I use =ISODD(MILLISECOND(NOW())) as signal, which is switching between 0 and 1 randomly, but the performance is not ideal. How can signals be reset immediately after submitting an order instead of waiting for new bar, or manually creating a sequence of 0 as with the above mentioned workaround? Thanks