I think I know the answer to this question in advance, but I'm going to ask it anyway.
I've been using ToTime to do a lot of time comparisons in my strategy. A well known use of it is by restricting the time a script executes a bit of code, based on the time of day. Here's what I use:
// Run the script if the time is between 7:15 AM and 2:57 PM if (ToTime(Time[0]) >= 71500 && ToTime(Time[0]) <= 145700)
The snag occurs when I make a trade at 8:56 AM, and the bar update time value is 9:01. The math goes like this:
At the 8:58 AM mark:
85800 - 85600 = 200 (which is what I'm looking for)
At the 9:01 AM mark:
90100 - 85600 = 4500 (which is the overrun gap I run into using ToTime
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My instinct is telling me that I have to convert all of my double variables holding times to DateTime variables, and using TimeSpan to figure out the difference.
Would this be correct, or is there a workaround within Time or ToTime that I can leverage? Mind you, the trade time is set with ToTime(Time[0]) at the time of the trade, and the same method is used to compare that time with OnBarUpdate in a COBC = false environment.
Thanks in advance for any answers or advice!
Yours,
Spider
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