On daily data, i would like to chech Open Price to decide if i will trade or not on Open Price.
The code should be simply this:
if o > average(o,20) then buy 100 contracts this bar at open.
But, "this bar" sentence is allowed only for close price....
It's impossibile ? Any idea ?
Buy this bar at open
- TJ
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Re: Buy this bar at open
The strategy calculation is done at the end of a bar (EOB).
How soon do you want to trade AFTER the opening of the market?
Bear in mind, your vision might be trading on a daily bar, but in practice, you are actually trading intraday.
Therefore your analysis must include an intraday chart.
How soon do you want to trade AFTER the opening of the market?
Bear in mind, your vision might be trading on a daily bar, but in practice, you are actually trading intraday.
Therefore your analysis must include an intraday chart.