Not in the bar itself. Why can't this be simulated for backtesting?
The backtest system should assume that EVERY possible price within a candle has been started once. a possible deviation could be made adjustable in a similar way to the slippage.
Otherwise you would have to carry out every backtest on the basis of tick data, it would be difficult to get hold of such data.
Maybe the whole thing is already possible, but I couldn't find a way to do this even with the IOG.
And especially with such long candles as in the picture, an execution in the backtest only at the close hardly makes sense.
so i can write :
Code: Select all
if (Bars.Price.Value == HochPunktSpeicherPreis[0] )
{//Kaufsignal
MarketKaufOrder.Send();