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How Signals are Calculated: Difference between revisions

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* '''Realtime. Normal mode.'''
* '''Realtime. Normal mode.'''
The script is calculated on the bar close. Order is placed on this bar close/ next bar open. Order is filled on any tick price within the next bar.  
The script is calculated on the bar close. An order is placed on this bar close/next bar open. An order is then filled on any tick price within the next bar.  
   
   
* '''Realtime. [[Signal Settings#Intra-Bar Order Generation|Intra-Bar Order Generation (IOG)]] enabled.'''
* '''Realtime. [[Signal Settings#Intra-Bar Order Generation|Intra-Bar Order Generation (IOG)]] enabled.'''


The script is calculated tick by tick. Order is placed on the next tick. Order is filled on any tick price within the bar.   
The script is calculated tick by tick. An order is placed on the next tick. An order is filled on any tick price within the bar.   


* '''Calculation on historical data. Regular mode ([[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] disabled)'''
* '''Calculation on historical data. Regular mode ([[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] disabled)'''


The script is calculated on the bar close. It is considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price movement assumption is used]]). Order is filled on any price within the bar.  
The script is calculated on the bar close. It's considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price movement assumption is used]]). An order is filled on any price within the bar.  


* '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] enabled. [[Bar Magnifier|Bar Magnifier]] disabled.'''  
* '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] enabled. [[Bar Magnifier|Bar Magnifier]] disabled.'''  


The script is calculated four times on OHLC of the bar. It is considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price Movement Assumption]] is used). Order is filled on any price within the bar with the step (minmove/pricescale).
The script is calculated four times on the OHLC of the bar. It's considered that all prices were within the bar ([[Intra-bar Price Movement Assumptions|Intra-bar Price Movement Assumption]] is used). An order is filled on any price within the bar with the step (minmove/pricescale).


* '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] enabled.'''  
* '''Calculation on historical data. [[Signal Settings#Intra-Bar Order Generation|IOG]] disabled. [[Bar Magnifier|Bar Magnifier]] enabled.'''