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tbengtsson
Posts:11
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| 05-18-2009 3:39 PM |
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I have been working on some code where I use a longer term time frame (child series) to create the setup, then use a shorter time frame (mom series) to look for some conditions to be met before entering a trade. The trade entry will be entered as limit orders and so will the stop loss. So far so good.
However, I want the trade to exit on the next close of the child series e.g. if a trade is entered at 02:31 based on 1 minute data (mom series) and the child series is 30 minute data, then I want that exit that trade at the close of the 02:59 bar or at the open of the 03:00 bar. Any ideas how to accomplish this?
Regards,
Thomas
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