intrabar order generation and "this bar at close"

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ts2mc
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intrabar order generation and "this bar at close"

Postby ts2mc » 05 Mar 2010

Hello,
have a problem:
i need to send orders from within bar. for this, i switched to
"intrabar order generation" on.
i also need to place order at the current close of bar (which is actual
"tick"), so i use "this bar at close".
unfortunately, both causes MC to generate no trades.
if i disable "intrabar order generation", all my trades get generated.

can anyone explain this ?

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TJ
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Re: intrabar order generation and "this bar at close&qu

Postby TJ » 05 Mar 2010

Hello,
have a problem:
i need to send orders from within bar. for this, i switched to
"intrabar order generation" on.
i also need to place order at the current close of bar (which is actual
"tick"), so i use "this bar at close".
unfortunately, both causes MC to generate no trades.
if i disable "intrabar order generation", all my trades get generated.

can anyone explain this ?
is this backtesting?

ts2mc
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Postby ts2mc » 05 Mar 2010

hello TJ,
yes, it is backtesting.

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TJ
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Postby TJ » 05 Mar 2010

do you have this checked for IOG?

Image

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TJ
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Re: intrabar order generation and "this bar at close&am

Postby TJ » 05 Mar 2010

Hello,
have a problem:
i need to send orders from within bar. for this, i switched to
"intrabar order generation" on.
i also need to place order at the current close of bar (which is actual
"tick"), so i use "this bar at close".

unfortunately, both causes MC to generate no trades.
if i disable "intrabar order generation", all my trades get generated.

can anyone explain this ?
I won't mix the orders.

ts2mc
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Postby ts2mc » 05 Mar 2010

if enable bar magnifier, my seems not be computed as
MC chart window states "The strateg is awaiting data for bar magnifier..."

do you know the meaning ?

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TJ
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Postby TJ » 05 Mar 2010

what is your chart resolution?

5min? daily chart?

ts2mc
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Postby ts2mc » 05 Mar 2010

hello tj,
my resolution is 1 min bar.
i found a bugfix related to this in release notes of 5.5 beta3.
but i use release 5.5 (5.5.2723)

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TJ
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Postby TJ » 05 Mar 2010

if enable bar magnifier, my seems not be computed as
MC chart window states "The strateg is awaiting data for bar magnifier..."

do you know the meaning ?
do a search on LIBB.

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TJ
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Postby TJ » 05 Mar 2010

press [F1] in MultiCharts,

look under:

MultiCharts > Strategy Trading > Backtesting > Understanding Backtesting

ts2mc
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Postby ts2mc » 05 Mar 2010

thank you.
my failure was to select backtesting precision/tick as resolution instead of backtesting precision/intraday as my chart has minute resolution.


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