Rules Question

  • jshaley

    jshaley - 2006-07-14

    I want to make rules based on the Open price, and buy or sell that day if the criteria are met.

    Here are the rules I'm using:
    Buy:(lag(open, 0))<=30.0 Sell:(lag(open, 0))>30.0 

    I'd like to buy or sell the same day (at the open), as if I had a GTC order. Instead, the transaction is happening the day after the rule is triggered.

    Thanks in advance for any suggestions.

    • Jacek Kuc

      Jacek Kuc - 2006-08-29

      Example, in paper trade or other analysis methods in "Trade Value" try to select "Sell Trade Value" as "Today Close"...

      Best Regards


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