Support Board
Date/Time: Sun, 06 Jul 2025 05:41:22 +0000
Post From: Help: Time within Bar
| [2019-03-15 14:14:37] |
| rahul - Posts: 173 |
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So if a bar is not complete, will sc.BaseDataEndDateTime[] give me time latest time, if I set the data storage unit to 1 second? Will this even work in backtesting? In that case, will this work? Time Elapsed = sc.BaseDataEndDateTime[sc.Index].GetTime() - sc.BaseDateTimeIn[sc.Index].GetTime(); The problem is I have multiple contract order fills at the close of a bar... to avoid a lot of slippage I want to close the trades at 5 second intervals prior to bar close Suppose I have 3 contracts and its a 1 minute bar. If Bar Open = 9:30am and next Bar Open = 9:31am, I want trades to occur at 9:30:50, 9:30:55 and 9:31am respectively |