I have situation were

On, session.islastbar_regular,

I have added,

strategy.entry(id = 'Long', direction = strategy.long, stop = today_low)

Assuming the stop value is 320, The trade is not executing if the next day opens at 321.

I tried to change to

strategy.entry(id = 'Long', direction = strategy.long, stop = today_low, limit= 400)

Still it is not executing.

If the next day opens at 319 and it crosses over 320 it works.

Looks like the pine script backtester engine has an issue if there is a gap in the next day open. Do you know any workaround?

strate execution when next day open at 321

I have situation were

On, session.islastbar_regular,

I have added,

strategy.entry(id = 'Long', direction = strategy.long, stop = today_low)

Assuming the stop value is 320, The trade is not executing if the next day opens at 321.

I tried to change to

strategy.entry(id = 'Long', direction = strategy.long, stop = today_low, limit= 400)

Still it is not executing.

If the next day opens at 319 and it crosses over 320 it works.

Looks like the pine script backtester engine has an issue if there is a gap in the next day open. Do you know any workaround?

strate execution when next day open at 321

• pine-script

Share Improve this question Follow asked Jan 17 at 17:51 jerin jacobjerin jacob 1

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2 Answers 2

Sorted by: Reset to default 0

Try strategy.exit

if strategy.position_size > 0
    strategy.exit(
      id                 = 'Long Exit',
      from_entry         = 'Long',
      stop               = today_low,
      limit              = 400)

One it is executed then only exit make sense. Right? This is the case where the entry is not happening due to gap