Hello, I am trying to backtest an intraday / overnight strategy with daily bars and would like to set up trade functions at both candle open and candle close, from my understanding, BarOffset can be used to accomplish this however when I set it to trade at market open it still uses the closing price. I am also using Fill = 0 and have set(TICKS) just to compare the prices as close as possible to historical data
can someone guide me on how I can use the opening price as my traded price?
See attachment for trade logs and historical price.
Re: Trade at bar open
[Re: juanex]
#487430 04/17/2314:1904/17/2314:19
I thought that something with Fill would be the answer, however, that would make every trade execute at the next candle open, ideally, I want to test the price movement between candle open to candle close and vice versa, not candle open to candle open.
Re: Trade at bar open
[Re: juanex]
#487434 04/18/2312:5204/18/2312:52
Forgive me if this sounds like a dumb question but when you say use M1 history, are you referring to simply changing the BarPeriod from 1440 (for daily ) to 1 or are you talking about downloading 1-minute data? if it is the latter I only have daily data at the moment which is why I was trying to look for a workaround by using the opening price of the candle.
Re: Trade at bar open
[Re: juanex]
#487456 04/28/2315:2104/28/2315:21