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How to caclulate last bar of day at 3:55pm?

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  • koganam
    replied
    Originally posted by sajosh View Post
    Hello,
    For 15 and 60 minute bars. I would like to close the last bar of the day a little early, like 5 minutes before close. So for 15 minute bars, the last bar of the day would have 10 minutes. This would cause the strategy to calculate a bit early so that an end of day trade can be placed. I know this might be off from the final close of the day.

    Is this possible through the GUI or through code?

    It seems it might be possible if I can, in real time, change CalculateOnBarClose from true to false at exactly 3:55pm.

    Regards.
    You might want to use OnMarketData() to trigger off of for that last calculation. Of course, you can also use the PC clock time, which means that that trigger will be limited to realtime only.

    Leave a comment:


  • sajosh
    started a topic How to caclulate last bar of day at 3:55pm?

    How to caclulate last bar of day at 3:55pm?

    Hello,
    For 15 and 60 minute bars. I would like to close the last bar of the day a little early, like 5 minutes before close. So for 15 minute bars, the last bar of the day would have 10 minutes. This would cause the strategy to calculate a bit early so that an end of day trade can be placed. I know this might be off from the final close of the day.

    Is this possible through the GUI or through code?

    It seems it might be possible if I can, in real time, change CalculateOnBarClose from true to false at exactly 3:55pm.

    Regards.

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