Good day.


Didnt find direct answers in refs and in wiki. So pardon me if any.

Examle:

CODE:
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2 questions only about backtesting:
1. After execution LastPosition.EntryBar is equal to bar, not bar + 1; But cosmetic triangles are on bar+1;
I was thinking that trade will be executed or not on bar+1 . In real time seems it works like this.
So why in Position entry bar is bar, not bar + 1?
2. How trade is executed if order is placed on bar+1 at the price Close? is there check of range [high.low] or it will be executed anyway at Close?

Why i am asking that - trying to tune some code and was surprised that on bar + 1 Low was 40503 and Close of previous bar was 40500 and WealthLab was long. How it can be?

Never thinking about it before because i was always using average price, but now have to do fine tuning.

1. In real time, an Alert is to be fired on bar+1 which doesn't exist yet. In backtest mode, the bars are available.

2. Answered in the User Guide > Reference > Glossary: Basis Price. For AtClose signals, the basis price is the previous bar's close price i.e. (bar). Execution happens at the closing price of the bar of entry (bar+1), of course. There were talks to change the order of things here and take the basis price from the entry bar's close but no resolution followed.

But in above example next bar was 3 ticks higher. That means in real time there wont be execution of such order.

Another problem for example if i use strategy monitor wich takes some seconds to act. If Close[bar] wont be in the range between [high[bar+1] and low[bar+1] the trade placed for execution on bar+1 wont be done.

if i use some average as execution price difference between this average and next bar range can be even bigger.

How to avoid this?

Is there only one way - write needed backtest code manually?