Bar based Autotrading

[Logic]

That is true. Here's an example of what he meant though:

if (high of this bar < high of last bar + standarddeviation(high, 5 bars)) then

sell 1*10^15 shares market;

If the high of this bar goes too much higher, then it'll no longer be a sell signal.

 

[LeeD]

Quote from walterjennings:

One way I thought that might be possible is switching to more reactive trade levels by calculating them using the current bar rather than previous, this of course will mean the system will not be backtestable, but may perform better. I am wondering if any ETs has made the jump from previous bar calculations to live calculations and what they have found doing so.

As Eight has mentioned, a few platforms work with intra-bar updates, which are fully backtestable. One of the ways to look at it is on every tick you assume it could be the last tick of the bar. So, you perform all calculations as if it is indeed the last tick.

 

[etjaydot]

compare results using the present bar or open of the present bar and the close of said bar. basically your trades should fall somewhere in between