@backtrader Thanks for your prompt reply and it does solve my problem. Sorry that I missed it in my first reading. Thanks again for your support.
Posts made by cying9
RE: On-close orders
Hi, @backtrader, I find quite a similar question in my case. In fact, I want to invest the OTC fund which I buy and sell at the everyday close price so I have to make decisions based on the current 'predicted' index signal and
use the close price of the current bar when it closes.
I read and tried the Docs-Close which says
using the close price of the next bar when the next bar actually CLOSES, as well as the Docs-Daysplitter_Close scheme splitting intraday ticks into OHLO and CCCC mentioned by @ab_trader. Finally, both are found not desirable and I didn't find a proper way to implement. Do you have any suggestions?