This script has instrument context by default.  When it executes it will have direct access to all IPV properties and functions.

 

NOTE:

This scripts section will not normally execute when a instrument date record is not available.  A current record is a record date for the same date on which this script is executing.  This means a test date must have an instrument date in order for this script to execute.  When it does have a missing instrument record any orders that were active for the active test date will not be filled or expired by the brokerage process.  However, when an order is still active after the brokerage process, it will be available to execute an order fill or allowed to expire on the next available instrument date trading session.

 

WARNING: After Instrument Open script is an advanced script that is not recommended for most users. It is available to enable experienced system developers to write systems that have special order processing logic based on the relationships between the open, highs and lows.

 

Since this script is called after the current bar is set for each instrument (see Comprehensive Simulation Loop), the entire bar's price data is available. For this reason, it is possible to write systems with postdictive errors using this script.

 

If you want to create orders which are based on a bar's open, we recommend using the tradeDayOpen instrument property in the Entry Orders script.

 


Edit Time: 9/25/2017 09:09:58 AM


Topic ID#: 298

 

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