close next bar with intraday bars

close next bar with intraday bars

Dennis Schutten
2016-11-04 11:59:47

Hi,

I have been working with intraday bars. How are intraday bars handled with open and close orders?

for example:

x= calculation;

buy=x>10;
sell=x<10;

When does it buy when opening orders? I need it to open/close orders on the CLOSE of NEXT bar when a condition has been met.

Regards,

Dennis

QuantShare
2016-11-05 04:47:16

Hi Dennis,

Yes, it does open/close orders on the next bar (not the next day).

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