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I have been trying to get a realistic test result by delaying my
entry to the open of the next bar once a signal is given by my
buy/sell entry. I use the simulation Open with 1 bar delay to
achieve the result with no problem. I am using 5 minute intraday
data for testing.
Now for the problem. v8.0 allows a limit order to be placed, and so
I would like to see if I can get, instead of the open price of the 1
bar delay, a price x below for a buy. So, I first try to see if I
can get the same price using just the Open(O) in the limit section.
Still using the open 1 bar delay in the simulation entry.
The result does not work? I cannot duplicate the open 1 bar delay
using market orders by use of the limit at Open.
I have also tried the strategic delay, but finally found it is only
delaying the entry x minutes during the current 5 minute bar(does not
take you to the next bar).
I have tried ref(buy,-1),as well as the exits,and then set the limit
to the open, and simulation with no delay,and I am able to get
results that are close to what I get using market order at open next
bar,for many signals, but not exactly the same.
Is anyone able to get a limit order delayed to the next bar after a
signal is given. If so, what method are you using to get this to
work?
Bob
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