Strategy.LIMIT

[jnorton]

OK I have my code written and It is working great thanks for all the help. I am now trying to back test my data but I am running into some issues. The main issue is that I can't get the system to execute the trade at the price in which a condition is met. It will only execute at CLOSE/OPEN. I can't set a hard Stop or Limit because that is based upon the point in which it crosses my signal.

Let's say I am using MA as my signal when the bar crosses the MA line up/down I want to execute a buy/sell/cover at that point of the cross. I have looked at the Backtesting Operations and they seen confusing to me.

[ACM]

jnorton
Use Strategy.LIMIT or Strategy.STOP and for the Price use the value of the MA.
If you run a Search in the Bulletin Board for Strategy.LIMIT you should find some examples of the above.
Alex

[ACM]

jnorton
You can also find the answers to most of the strategy questions and examples in the Guide to Developing eSignal Strategies available in the eSignal KnowledgeBase
Alex