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Direct MessagesDate/Time: Thu, 02 May 2024 13:30:25 +0000
market orders and BHCS_BAR_HAS_CLOSED
View Count: 808
| [2015-10-15 17:35:36] |
| cmb999 - Posts: 211 |
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In a bar-based back test, i am checking: sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED before creating and sending a market order. however, the market order does not execute until the close of the bar (or open of next one, cant tell which yet). how can i get the open of the current bar (or near it) to be the execution price for the market order as it would be in real-time ? |
| [2015-10-16 00:08:06] |
| ejtrader - Posts: 688 |
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You can check my earlier post - it should help in this case as well. ACSIL - How to run part of code only once per bar | Post: 57332 |
| [2015-10-16 20:09:04] |
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It would make sense to send the order when a new bar is added to the chart if the conditions are met. This code example will help: SCSFExport scsf_DetectingNewBarsAdded(SCStudyInterfaceRef sc)
{ if (sc.SetDefaults) { // Set the configuration and defaults sc.GraphName = "Detecting New Bars Added"; sc.AutoLoop = 1; sc.FreeDLL = 0; return; } // Do data processing int& PriorArraySize = sc.GetPersistentInt(1); //This is not a full recalculation of the study if (!sc.IsFullRecalculation) { // If there are new bars added if (PriorArraySize < sc.ArraySize) { // put processing here that is required for when new bars are added to the chart } } PriorArraySize = sc.ArraySize; } Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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