I want to refer to the bar when a pending order triggers a trade ie. where the pending order has become an actual open trade.
Using ‘order opened this bar’ will include pending orders, which I don’t want.
Using ‘market position is long/short’ will include all bars of the trade duration.
How do I achieve this?
this doesn’t look like something to configure in StrategyQuant 3, are you trying to build strategy like this in Wizard?
I think you can combine these two conditions- Order Opened This Bar AND Order Position Is Long.
If you’ll use specific Magic Number it should give you what you want, shouldn’t it?
you can refer to that bar also using a simple bar counter. The bar counter will provide you with a number of bars in trade (barsInTrade variable). Then you can reference the bar prices like for example Close[barsInTrade]. See the file attached
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