For strategy additional settings click on the SETTINGS button to the right of the HELP button in the strategy editor. You can find “Trade at next bar” option in the strategy options popup window.
For a better understanding of this option a brief explanation is required on how data is processed in the backtest and how to create a running strategy.
Backtests operate with high, low, open, close of a bar and ignores any price fluctuations within the bar, i.e. all trades are processed at the last price of the bar.
In a running strategy data is processed with every tick and under certain conditions this result in the following situations:
- multiple trades within one bar;
- discrepancy between backtest and running strategy.
Enabled “Trade at next bar” option ignores tick data within the current bar. Data runs against strategy rules at the next bar open moment based on the close price of the previous bar.