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Date/Time: Sun, 28 Apr 2024 16:28:31 +0000



[Programming Help] - backtesting intraday help

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[2017-06-22 08:59:23]
User61576 - Posts: 418
hi
1. i want to set close out of any open position by end of day
the problem is that there are days which the data ends earlier by the exchange. in this case my code is exiting on the next day....
how do you handle this?

2. also if i use delta charts, and the start time of that bar will be for example 15:25 (est) but there will not be enough volume to create another bar till end of day. how should i handle this to exit by the end of the session? if i set an execution to close at 15:59 will it exit on time?

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