How are market orders handled relative to when TS considers the order actually becoming a position?  I have a very simple MA Crossover strategy, but the first time it hits this stmt

'Buy("Long",1,0,Market,Day)'

IsNewTrade returns a false and all other indications (i.e. entryPrice, EntryDate, etc) indicate no trade has actually been done. 

Is there any documentation regarding how TS handles orders, i.e. are they not executed until the next bar, can a position be inited on a Bars open and closed on a Bars closed? 

Any direction/reply appreciated

Thanks

David

Hi Murray,

Thanks for the lightening fast reply.  Is there any way to execute the trade on the current bar using a stop/limit order?

Also, there is a thread about initing and liqqing a position on the same day(bar) but the reply/resolution was seemingly ambiguous.  In any case, can I indeed init/liq a position on the same day/bar?

Thanks in advance

David

You can exit on the close on the same day and also put a protective stop in on the day of entry. That the SameDayStop function.

We are adding some new support for our next major upgrade due out in a few months.