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How Signals are Calculated

604 bytes added, 14:34, 15 May 2015
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<div style="background-color: #E3FBE5;">Note: This article is regarding the calculation done on a '''Regular chart type'''.</div>
* '''Realtime. Normal 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 can be placed on this bar close/next bar open. An order is then can be filled on any tick price within the next barthat satisfies order execution conditions.
* '''Realtime. [[Signal Settings#Intra-Bar Order Generation|Intra-Bar Order Generation (IOG)]] enabled.'''
The script is calculated tick by tick. An order is can be placed on the next tick. An order is can be filled on any tick price within the barthat satisfies order execution conditions.
* '''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. An order can be generated on this bar close/next bar open. It's considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price movement assumption is used]]). An , therefore an order is can be 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.'''
The script is calculated four times (on the OHLC of the bar). An order can be generated on any of these OHLC calculations. It's considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price Movement Assumption]] is used). An , therefore an order is can be filled on any price within the bar that satisfies order execution conditions with the price step (minmove/pricescale)within this bar.
* '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] enabled.'''
The script is calculated 1 one time on the main data series close. It is considered that there were only OHLC values of the detailed data series. Order is An order can be filled only on OHLC prices of the detailed data series.
* '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] enabled. [[Bar Magnifier|Bar Magnifier]] enabled.'''
The script is calculated on the Open value of the main data series, then on the OHLC of each bar of the detailed data series selected in the bar magnifierBar Magnifier, then on the Close of the main data series. An order is can be generated on any of these calculations. It can be filled only within this bar on these O (the first price that meets the order execution logic. Only exact prices of the main) -OHLC (detailed) -C (main) valuesbar and Bar Magnifier bars are used for filling the order
'''<div style="background-color: #E3FBE5;">Note: IOG and Bar Magnifier work differently on non-standard chart types. Refer to this article for more details [[Intra-Bar Order Generation, Bar Magnifier on Non-Standard Chart Types|IOG and Bar Magnifier on non-standard chart types]]</div>'''

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