Historical Entry

Definition

__Historical Entry strategy creates a single historical long or short entry order that is based on user-specified inputs.

The strategy entry can only occur when the specified price appears on the bar following the PrevBarDate and PrevBarTime setting. The _Historical Entry strategy allows you to replicate an actual preexisting brokerage account position on a chart. You can then use one or more exit strategies to exit the position.

Note: This strategy should not be used to try to enter a position in the future and will only work on Intra-day or Daily charts. Commission or slippage are not taken into account for strategy calculation.

Default Inputs

MyEnrtyPrice sets the actual price of entry for the existing open position, 100 by default.

Quantity sets the number of shares to enter into the position, 1000 by default.

LongOrShort sets the type of entry, 1 by default. 1 = long; 2 = short.

PrevBarDate_YYMMDD sets the date of the bar prior to the desired entry bar in YYMMDD format, 050102 by default.

PrevBarTime_HHMM sets the time of the bar that immediately precedes the desired entry bar in 24-hour HHMM format (for intra-day bar chart only), 1300 by default.

OpenPriceEntryBar sets the Open price of the desired entry bar, 0 by default.