Support Board
Date/Time: Wed, 24 Apr 2024 23:21:05 +0000
Help: Time within Bar
View Count: 813
[2019-03-14 22:18:15] |
rahul - Posts: 160 |
Hello, I understand that sc.BaseDateTimeIn[sc.Index].GetTime() returns the beginning time of the bar. If I am trading 1 minute chart and want to exit by 55 seconds after start of bar, how do I know how much time has elapsed since start of bar?
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[2019-03-15 04:33:34] |
Sierra Chart Engineering - Posts: 104368 |
It is best to look at the ending time and do the calculation by using this array: ACSIL Interface Members - Variables and Arrays: sc.BaseDataEndDateTime[] Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2019-03-15 14:14:37] |
rahul - Posts: 160 |
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 |
[2019-03-15 17:15:56] |
Sierra Chart Engineering - Posts: 104368 |
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? Yes, yes.You are able to do what you want. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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