BarsSinceEntry value

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youn56
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BarsSinceEntry value

Postby youn56 » 28 Apr 2012

Please,

Let me know something :
I would like to know if i'm right or not with the initializing of the strategy informations.
As you can see to the joined picture, the "barssinceentry" can have a different value if MC is in realtime mode or in backtest mode. For the "entryprice", it takes the value as soon as the buy bar is ended.

I'm in AA mode and the IOG is disabled.

Regards,

MC BarsSinceEntry.png
MC BarsSinceEntry.png (8.51 KiB) Viewed 141 times

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JoshM
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Re: BarsSinceEntry value

Postby JoshM » 28 Apr 2012

youn56 wrote:For the "entryprice", it takes the value as soon as the buy bar is ended.

I thought this was something 'by design', but I'm not sure about that. Have you tried AvgEntryPrice?

Regarding the BarsSinceEntry, I don't know :) (don't use those in real-time trading). Have you tried it's 'brother' PosTradeEntryBar?

Can you share a code example that causes this wrong behavior?

youn56
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Re: BarsSinceEntry value

Postby youn56 » 01 May 2012

Thanks JoshM,
After vérification, I was wrong. The "barsSinceEntry" takes the same value in realtime mode and in the offline mode. The bar on which a buy limit (or stop) is filled is the bar number 0.


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