Can anyone provide a more comprehensive description of SetSimTiming() function and code example how to use it properly with intraday/real-time data.
In QuantshareLanguage.pdf documentatioin it says:
SetSimTiming( ENUM entry type, ENUM entry price, ARRAY decalage (1 to execute the next bar)) ex SetSimTiming(_Buy, _Open, 1)
In trading System "Trading System based on the Previous Week SPY Return
SetSimTiming(_Buy, _Open, 0); Note says that decalage = "0" is going to execute buy on next bar open
SetSimTiming(_Sell, _Close, -1); and here decalage = "-1" is going to make sell at close of today (current bar).
SetSimTiming(_Buy, _Open, 0); Note says that decalage = "0" is going to execute buy on next bar open
SetSimTiming(_Sell, _Close, -1); and here decalage = "-1" is going to make sell at close of today (current bar).
Hi Clonex,
Thank you for replying.
So having 1 min intraday data fed into QS Intraday DB, if I use SetSimTiming(_Buy, _Open, -1) and run simulator in the second minute of the 20 minutes bar I should see a buy made for that bar if there was a security meeting the buy rule (top ranked stock out of the ranking system & capital is available).
Can you clarify if at a bar _close/_open order is executed or only buy/sell signal generated.
problem is that simulator buys on open on same bar where is condition meet. That is in real life not possible. You have to use SetSimTiming(_Buy, _Open, 0). Buy on open of next bar. ( Bar N = confition has met; Bar N+1 buy on open)
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