- ago
Hi,

I apologize, if this has been answered already...

But how do you enter on the same bar once your entry blocks have fired?



I understand that "Close" would make you enter on the next bar, which on a D chart would be next session.

I tried to use High/Low crosses X as entry trigger, but still I get filled next session.

as well Highest/Lowest ( but that I understand, you only use when talking about several period high/low)

2nd question for filters - the variables must match the main entry condition, for example I can't have, enter long when High crosses X
while filter have Close is greater than X meaning both should have "high" as it's filter, it would create a conflicting statement, correct?


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Glitch8
 ( 7.81% )
- ago
#1
You’d need to calculate at what price your high/low cross would need to occur at, and then issue a limit/stop order for the following bar. WL cannot execute on the same bar as the one being processed.
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- ago
#2
QUOTE:
I apologize, if this has been answered already...

Yes, it's been. Regarding how to calculate the crossover value on the next bar as Glitch suggests, we advised in Post #6 in another topic:

https://www.wealth-lab.com/Discussion/Backtest-a-breakout-in-the-stock-if-an-index-ETF-is-above-its-EMA-9547
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