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



Order Execution

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[2018-03-27 19:46:14]
User39772 - Posts: 311
Hello Support,

currently I use: if (sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_NOT_CLOSED) return;

in my system.

But: If e.g. e stop condition is met this causes the stop order to execute at the close of the last candle which can ce way to far away from my exit condition.

If I do not use this condition I see strange results in the Trade Log.

For Backtest I use Auto Trade Bar Based Backtest.

What can I do to exit at a price that is close to the price of my exit condition ?
[2018-03-28 00:01:49]
Sierra Chart Engineering - Posts: 104368
Therefore, you should only use this:
if (sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_NOT_CLOSED)

for an entry and not an exit.
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
Date Time Of Last Edit: 2018-03-28 00:02:00
[2018-03-28 11:15:12]
User39772 - Posts: 311
Thank you.

If "Auto Trade Bar Based Backtest" is used instead of "Auto Trade Replay Test"
how could this effect the precision of an execution. My understanding is that
in BAr based Backtest the price changes within a bar are not verified by my code
while in Replay test ist is. Is that correct ?
[2018-03-29 02:58:40]
Sierra Chart Engineering - Posts: 104368
This is explained in detail here:
Auto Trade System Back Testing: Bar Based Back Testing
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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