Hi people,
I have developed a model which i am using in backtesting, however when i have to opetion to go long, I only have thre chioce to go long on trhe close of the bar or on the market of the bar.
Problem being I eith overstate my profits or under state them,
What I want to do is enter a trade based upon the last traded price.
Can someone tell me how to do this please?
I have developed a model which i am using in backtesting, however when i have to opetion to go long, I only have thre chioce to go long on trhe close of the bar or on the market of the bar.
Problem being I eith overstate my profits or under state them,
What I want to do is enter a trade based upon the last traded price.
Can someone tell me how to do this please?
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