Enter long position on Monday if Monday open is lower than last Friday close (with defined Stop-Loss and Profit Target). I understand that OnBarUpdate() method is updated on every bar close, therefore I enter long position on Tuesdays. But this is something I want to change and didn't find anything helpful. Is there any way to make this strategy work properly with only daily OHLC data without intraday data?
Thanks for any suggestion.
hicker
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protected override void Initialize()
{
SetProfitTarget(PT);
SetStopLoss(SL);
}
protected override void OnBarUpdate()
{
if (Time[1].DayOfWeek == DayOfWeek.Friday && Time[0].DayOfWeek == DayOfWeek.Monday)
{
if (Open[0] < Close[1])
{
EnterLong(1);
}
}
}
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