I am trying to build a simple futures strategy that will go long if the price goes above the high+buffer (measured in points as well) of a certain bar or goes short if it dips below the low-buffer of the same bar.
1 – When I run the strategy, all my entries and exits occur at 15 minutes intervals. I am using 15 minutes. Please see attached.
2 – Why can’t the system buy the price right when it crosses for example the high of the bar plus the buffer added? Is there a way to program the strategy to use the “live price”?
3 – Does it always have to wait for the close of the bar and then check if it matches any condition to enter a trade (it doesn’t seem that the tick by tick feature is working for entering or exeting a trade right when the conditions are met)?
4 – The other thing that is weird is that I set a profit target of 40 points (using the dow as an example), which should equal $200 but the gain of best trade always shows $13.80. How can a trade be a winner and have much less than the profit target (assuming no flattening is forced which was the case)? Also attached for convenience
I hope I explained this issue correctly. Thank you again everyone.
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