sell same bar close

• 01/01/2019 at 6:11 PM #87831
  ullle73

  is it possible to sell at todays bar close? since backtesting can be made in tick mode?

   

  If so, could someone help me with this code:

   

  price must be above close 30 days ago

  close must be lower than close 9 days ago

  buy and next bar open and sell on bar close..

  

  ullle73

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  01/01/2019 at 6:19 PM #87832
  Vonasi

  It is not possible to sell at the close of any bar as all orders go to market at the open of the bar after the decision bar. The closest you could get is to use MTF on a 1 second timeframe and sell at open of the final second of a day. MTF is not currently possible in real live trading. Also using 1 second charts seriously limits amount of back test data available for testing. It is also not possible to live trade algos on tick charts – backtesting is possible but not real live trading.

  

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  01/01/2019 at 11:37 PM #87842
  ullle73

  Vonasi wrote:

  It is not possible to sell at the close of any bar as all orders go to market at the open of the bar after the decision bar. The closest you could get is to use MTF on a 1 second timeframe and sell at open of the final second of a day. MTF is not currently possible in real live trading. Also using 1 second charts seriously limits amount of back test data available for testing. It is also not possible to live trade algos on tick charts – backtesting is possible but not real live trading.

  okay, thanks for answering. I would be fine buying 9.00 and selling 17,25 on 5min chart.

   

  Would you be able to help me with the code?

  

  ullle73

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  01/03/2019 at 1:44 PM #87943
  Nicolas

  Mean reverting strategy?

  Here is the code built with MTF capability (you’ll not able to use it until the public release of it)

  defparam cumulateorders=false TIMEFRAME (daily,updateonclose) close30=close[30] close9=close[9] TIMEFRAME (5 minute,updateonclose) condition = close>close30 and close<close9 and time=090000 if not onmarket and condition then buy at market endif if longonmarket and time=172500 then sell at market endif graph close30 graph close9 coloured(200,0,0) graph close //graph condition

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  defparam cumulateorders=false   TIMEFRAME (daily,updateonclose) close30=close[30] close9=close[9]   TIMEFRAME (5 minute,updateonclose) condition = close>close30 and close<close9 and time=090000 if not onmarket and condition  then buy at market endif if longonmarket and time=172500 then sell at market endif   graph close30 graph close9 coloured(200,0,0) graph close //graph condition

   

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  Nicolas

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  01/05/2019 at 7:37 PM #88047
  ullle73

  Nicolas wrote:

  Mean reverting strategy?

  Here is the code built with MTF capability (you’ll not able to use it until the public release of it)

  defparam cumulateorders=false</p> <p>TIMEFRAME (daily,updateonclose)<br /> close30=close[30]<br /> close9=close[9]</p> <p>TIMEFRAME (5 minute,updateonclose)<br /> condition = close>close30 and close<close9 and time=090000<br /> if not onmarket and condition then<br /> buy at market<br /> endif<br /> if longonmarket and time=172500 then<br /> sell at market<br /> endif </p> <p>graph close30<br /> graph close9 coloured(200,0,0)<br /> graph close<br /> //graph condition

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  defparam cumulateorders=false TIMEFRAME (daily,updateonclose) close30=close[30] close9=close[9] TIMEFRAME (5 minute,updateonclose) condition = close>close30 and close<close9 and time=090000 if not onmarket and condition then buy at market endif if longonmarket and time=172500 then sell at market endif graph close30 graph close9 coloured(200,0,0) graph close //graph condition

  thank you very much nicolas 🙂

  

  ullle73

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  12/30/2019 at 12:23 AM #115595
  icharttop

  So that means we can not us coding to Buy or Sell on Automatic trading only backtesting

   

  

  icharttop

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  12/30/2019 at 8:29 AM #115600
  Vonasi

  icharttop wrote:

  So that means we can not us coding to Buy or Sell on Automatic trading only backtesting

  You can use code via ProOrder to Buy and Sell using automatic trading.

  Multi Time Frame (MTF) trading was introduced a long time ago now and there were some teething problems at the beginning and for a while it was only available by request. The posts in this topic are from a year ago.

  

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