Topic: Experimenting with Close at Bar Open
I always work on making more reliable and safe strategy model. As a result we have one of the best tools in the industry. But we want even more, for example, point to point correspondence of the backtest results of our tools with other popular platforms.
One old idea is to close the positions at the next Bar Open instead of the current close. In the reality the difference is very small - only one tick. The design of the most popular platform makes the detection of Bar Open a piece of cake, but on the other hand, these platforms are almost incapable of working with Bar Close.
To solve that mystery, I intend to create a strategy structure and a proper Generator for trading only on Bar Open. I'll use EA Studio for the prototype base and because I already have the main idea, I think we will have results before the end of June.
I want to be able to provide strategies for comparing both models and to draw the direction of the future developments.
Please share your ideas,