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Back test is taking trade at High and low rather then open


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  #1 (permalink)
Mgem
New York City
 
Posts: 15 since Apr 2021
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My strategy is suppose to be taking the trade on the Open but its taking it at the High and at the low. I have intradaybarOrderGeneration on.


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  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,448 since Apr 2013
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Mgem,

without knowing your code and settings for the test it is hard to tell what might be going on. When is the order issued exactly?

What are the settings you are using for the Look-Inside-Bar Backtesting? If you do not use this together with intrabar order generation Tradestation will only compute the code
four times per bar during a backtest (once with the Open, High, Low, and Close). This could lead to the behavior you are seeing.

Regards,

ABCTG


Mgem View Post
My strategy is suppose to be taking the trade on the Open but its taking it at the High and at the low. I have intradaybarOrderGeneration on.


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Last Updated on August 31, 2021


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