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>> Situation in TS: Limit orders are good for the next bar only, and
>> market orders work only on the next bar or the close of the current
>> bar. I can't place orders at the price I want on the current bar.
Gary answered:
>
>Exactly right. You can't do that.
Damn.
>If you want to act "inside" the bar, you must use shorter bars.
I'm already using 1-minute bars in this case. They don't get any
shorter. This is a 1-minute bar strategy I'm coding for someone;
and the reason he wants it coded is because it's been too tedious
to trade manually. It does need to place orders while the bar is
forming.
Maybe I could have the 1-minute bars in data2 and pure ticks in data1?
I recall seeing here a while back where you could specify something like
"if next bar high > next bar value1 then buy at xx limit"
which would wait until the necessary data came up to execute the
limit order on the next bar, which by then would be the current bar.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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