Support Board
Date/Time: Fri, 10 Jan 2025 04:00:32 +0000
[User Discussion] - ASCIL signal condition becomes false, but order still generated
View Count: 681
| [2016-08-19 17:55:39] |
| ManFromTanna - Posts: 6 |
|
I wanted to confirm that if using a range bar chart, once a bar closes that sc.Index moves from 0 to -1 instantaneously? Below is the basic signal condition and order submission using a 10 Tick Range ("Range Per Bar-Fill Gaps" setting) if((PositionData.PositionQuantity == 0) && (sc.Close[sc.Index - 2] == sc.Low[sc.Index - 2]) && (sc.Close[sc.Index - 1] == sc.High[sc.Index - 1]))
{ s_SCNewOrder LongEntryOrder; LongEntryOrder.OrderQuantity = 1; LongEntryOrder.OrderType = SCT_ORDERTYPE_LIMIT; LongEntryOrder.Price1 = sc.Open[sc.Index] - 4 * sc.TickSize; LongEntryOrder.Target1Offset = TargetRange * sc.TickSize; LongEntryOrder.Stop1Offset = Range.GetFloat() * sc.TickSize; if(sc.BuyOrder(LongEntryOrder) > 0) { LongEntryOrderID = LongEntryOrder.InternalOrderID; LongTargetOrderID = LongEntryOrder.Target1InternalOrderID; LongStopOrderID = LongEntryOrder.Stop1InternalOrderID; } } My stop order is placed 11 ticks below the high of the current bar using a variable. So if I get stopped out, a new bar begins forms. This means the current condition is Position = 0, (sc.Close[sc.Index - 2] == sc.High[sc.Index - 2]) && (sc.Close[sc.Index - 1] == sc.Low[sc.Index - 1]). However, another Buy Order is immediately submitted when my stop is filled, even under the new condition. So is the new condition not picked up before the previous condition? Thanks. |
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