Hello,

I want to trade at close and hold position till next close, or exit a
with stop/loss/profit.

when positions are closed at the next close using an applystop nbar
type, i want the funds to be immediately available for the new
positions which will be  opened at the same close.

Sometime it works sometime not.Any suggestion why?

I also have some a customized backtesting procedure for position
sizing and ranking of signals(mi-level I would say), and I ahve tried
to force stops using hanldestops method (evenif is meant ofr low
level)but  it apply stops immediately (instead of waiting till next
open using ) according to the settings:

ShortPrice=BuyPrice=C;
CoverPrice=SellPrice=C;
ApplyStop(stopTypeNBar,stopModeBars,nBar,0); 
SetOption("AllowSameBarExit",False); 
SetOption("ActivateStopsImmediately",False);

Does handlestops ignores them?
If I don't use handle stops, some trades are skipped because of the
not immediate availability of funds coming from
ApplyStop(stopTypeNBar,stopModeBars,nBar,0);

Any suggestion is very welcome

Thanks
Ly

 


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