I am trying to generate an order in Back testing to be Buy at market, but I would like that once the optimization is made the order is executed in the real market as follows: buy at insidebid limit, and if it is not executed in 1 second the purchase is made to market, this in order to try not to attack the market as long as the condition is met. any ideas , ?? Thank you,
in any case ALL the orders that are executed in Backtesting are comparable (I know that the prices have differences) with the real trades Thank you
market order Vs Limit order BTST vs Real
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Re: market order Vs Limit order BTST vs Real
You can start here:I am trying to generate an order in Back testing to be Buy at market, but I would like that once the optimization is made the order is executed in the real market as follows: buy at insidebid limit, and if it is not executed in 1 second the purchase is made to market, this in order to try not to attack the market as long as the condition is met. any ideas , ?? Thank you,
in any case ALL the orders that are executed in Backtesting are comparable (I know that the prices have differences) with the real trades Thank you
[FAQ] Autotrade / Backtest / Optimization
viewtopic.php?t=10811
Re: market order Vs Limit order BTST vs Real
Tj, tks for you reply i am ready see all this posts, but let me clarify my question...
i have this order,
BUT ,, when i put this 2 into REAL trading,,,, this 2 not execute same trades ( i talk about execution and not prices) .. is more clear now??
i have this order,
Code: Select all
INPUT:
TRADEREAL ( TRUE);
CONDITION 1 = TRADEREAL= (FALSE)
IF CONDITION 1 = FALSE then // THIS CONDITION EXECUTE INTO BACKTESTING..
BUY NEXT BAR AT MARKET;
IF CONDITION 1 = TRUE then // THIS CONDITION MUSTBE FILL IN REAL MARKET//
BUY NEXT BAR AT INSIDEBID LIMIT
ELSE
BUY NEXT BAR AT CLOSE LIMIT;
Last edited by AVT on 07 Feb 2019, edited 1 time in total.
- TJ
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