Open Close...
...I would like to design a strategy which would enter a position at the open price and exit the position at the close price.
Every time a tick is made the start() funciton is called. How can it be detected if it is a first tick of a new bar (open price) or if it is the last tick of a bar (close price) or is it somethning esle?
Thanx
Every time a tick is made the start() funciton is called. How can it be detected if it is a first tick of a new bar (open price) or if it is the last tick of a bar (close price) or is it somethning esle?
Thanx
Ok,
The current tick number is tick=Volume[i];
The first tick = 1.
Open[i] = Close[i] at tick 1 of current bar;
Close[i] at tick "n" is your last tick.
However, you cannot detect last tick in the current bar because the bar is shifted to i+1 with the last tick so it is to late to open or close order when you detect the last tick.
Essentially at tick 1 you can read Open[i] same as Close[i] and Close[i+1] of previous bar.
Princ,
I usually use
I usually use
int start()
{
if (Volume[0]>1) return;
// check bar#1 (Open[1], Close[1], iMA(....., 1); etc. for
// the values and indicators of the bar which was just completed
....
}
Markus
Every time a tick is made the start() funciton is called. How can it be detected if it is a first tick of a new bar (open price) or if it is the last tick of a bar (close price) or is it somethning esle?
Thanx