Order doubt

[dvercher]

Hello,

I would like that my strategy open a position like this:

protected override void Initialize()
{
Add(PeriodType.Tick, 1);
CalculateOnBarClose = false;

}

protected override void OnBarUpdate()
{
if (BarsInProgress == 0)

{
if (Close[1]>Open[1] && Open [0]>=Close[1])
EnterShort(1,"");
}
if (BarsInProgress == 1)
{
return;

But it doesn't open the position untili the following bar. What I want is that if the open of the current Bar is higher than the Close of the previous bar, it immediately opens a position, but it waits till the following bar.

What should I do?

Thanks

Sincerely

[NinjaTrader_Austin]

dvercher, you need to submit the order to the 1 tick time series. I'm not sure if that's what you're trying to do now with EnterShort(1, ""), but if you change that to EnterShort(1,1,""), everything should work as you want.

[dvercher]

It still doesn't work. I attach you a graph with a little text, so it is better to understand.

Thanks

Sincerely

[NinjaTrader_Austin]

Sorry, I misread your original question. There isn't really a way to backtest this with 100% accuracy because the backtester works on a bar by bar basis, so it will always submit the order to the open of the next bar to be filled. It isn't currently possible to have the order filled on the same bar that triggered the order.

When running this strategy in real-time you will be able to do this if you set CalculateOnBarClose = false because it won't wait for the bar to close to submit the order.

The suggestion I gave above was because I thought you were trying to submit orders to the smaller, one tick timeframe.