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Hey guys!
How can I get it to buy right when the price passes the second bar high? Instead of buying the day after the third bar? I want it to buy on the third bar day if the price goes past the second bar high and as soon as it does.
Does anyone have a solution for this?!
Thank you!
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Matt Halliwell
would like to know as well
Louis Szeto
Hi Jesse and Matt
The data you were subscribing was on daily resolution, so you receive the previous day's data at 00:00 of the next day. Any MarketOrder would be submitted as MarketOnOpenOrder, using the Open price of the next bar to fill the order as the market was closed at 00:00. The filled time would be at 00:00 of the next day.
This would make the filling behavior of the backtest less realistic and increase slippages if deployed live, since the live algorithm would fill the order at market opening hours. You could suffer losses if the stock is illiquid and the bid-ask spread is wide. A denser resolution could reduce these effects.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jesse Fleming
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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