How Signals are Calculated: Difference between revisions
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* '''Realtime. Default mode ([[Signal Settings#Intra-Bar Order Generation|Intra-Bar Order Generation (IOG)]] disabled)''' | * '''Realtime. Default mode ([[Signal Settings#Intra-Bar Order Generation|Intra-Bar Order Generation (IOG)]] disabled)''' | ||
The script is calculated on the bar close. An order is placed on this bar close/next bar open. An order is then filled on any tick | The script is calculated on the bar close. An order is placed on this bar close/next bar open. An order is then filled on any tick within the next bar. | ||
* '''Realtime. [[Signal Settings#Intra-Bar Order Generation|Intra-Bar Order Generation (IOG)]] enabled.''' | * '''Realtime. [[Signal Settings#Intra-Bar Order Generation|Intra-Bar Order Generation (IOG)]] enabled.''' | ||
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* '''Calculation on historical data. Regular mode ([[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] disabled)''' | * '''Calculation on historical data. Regular mode ([[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] disabled)''' | ||
The script is calculated on the bar close. It's considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price movement assumption is used]]). An order is filled on any price within the bar. | The script is calculated on the bar close. It's considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price movement assumption is used]]). An order is filled on any price that satisfies order execution conditions with price step (minmove/pricescale) within the next bar. | ||
* '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] enabled. [[Bar Magnifier|Bar Magnifier]] disabled.''' | * '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] enabled. [[Bar Magnifier|Bar Magnifier]] disabled.''' | ||
The script is calculated four times on the OHLC of the bar. It's considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price Movement Assumption]] is used). An order is filled on any price | The script is calculated four times on the OHLC of the bar. It's considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price Movement Assumption]] is used). An order is filled on any price that satisfies order execution conditions with price step (minmove/pricescale) within the next bar. | ||
* '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] enabled.''' | * '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] enabled.''' |