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TradeInsideBars, BarOpened, BarClosing Expand / Collapse
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Posted 12/23/2009 13:21:15 Post #10315
 

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I found I similiar track

http://www.rightedgesystems.com/forums/Topic8845-9-1.aspx?Highlight=CreateTicksFromBars

and tried to apply the logic there.

Unfortunately, when I try to use the first tick (nr. 1) my order is invoked on the low price. I think I understand what you mean with duplicating the open tick. The question is how?

Thanks,

Mustafa

Posted 12/27/2009 00:55:26 Post #10324
 

DeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloper
You would need to convert your bar data to tick data. You would want a program (which could be written as a RightEdge trading system), which for each bar would output ticks that make up that bar. In your case you would want to output two identical ticks for the bar's open price, and then a tick each for the high, low, and close. This tick data should be written out to a file, which you would then import into RightEdge using the tick data import tool. Then set "Tick-level simulation" to true for your trading system and you should get two ticks for the open price.

Thanks,
Daniel
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