This Entry Block is the main script section for creating entry orders/positions, changing position direction, or adding units to an existing position.
NOTE:
This scripts section will not normally execute when a instrument specific date record is not in the instrument's data file.
A current record is a record date for the same test date on which this script is executing. This means a test date must have an instrument date price record in order for this script section to execute.
When it does have a missing instrument record any orders that were active for the active test date, orders 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.
Edit Time: 9/12/2020 10:28:44 AM |
Topic ID#: 299 |