Autotrading question

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sylfvdk
Posts: 54
Joined: 06 Dec 2005

Autotrading question

Postby sylfvdk » 22 Jan 2009

IntrabarOrderGeneration = TRUE
Buy "MyStrategy" next bar at High - Value limit;

In real time:
If High is changed on every tick, new order is issued on every tick to correct limit price (old order gets canceled), Question:

-- Does the High in the signal abolve means High of the NEXT bar (bar being processed currently in real time)?

Do we have manual for autotrading with detailed explanation of all orders.

Victor

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TJ
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Postby TJ » 22 Jan 2009

when IOG is enabled, NEXT BAR becomes NEXT TICK.

if the logic is H minus x, then in theory the order will be triggered before a new high is made.

sylfvdk
Posts: 54
Joined: 06 Dec 2005

Postby sylfvdk » 22 Jan 2009

Thanks a lot. That explains everything.


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