Forum: MultiCharts
June 18th, 2011, 10:37 AM
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Replies: 171
Views: 57,268
Order Generation
A problem arises when you start using "next bar ..." and tick data. If Intrabar order generation is enabled, then the order for "next bar ..." may only be valid for the next tick, so you have to keep...
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Forum: MultiCharts
June 18th, 2011, 10:28 AM
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Replies: 171
Views: 57,268
Strategy Orders Executed Intrabar
Some more on EL next bar behavior:
https://www.tradestation.com/wiki/display/EasyLanguage/2007/12/05/Strategy+Orders+Are+Executed+Intrabar
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Forum: MultiCharts
June 18th, 2011, 10:26 AM
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Replies: 171
Views: 57,268
Backtest not match real life
Recently I have done a lot of work on why real time auto-trading doesn't match backtesting. It seems that it depends a lot on when the signals are generated and whether the calculations are intrabar...
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