I have a strategy that has day bars as its primary, but uses minute bars internally for some actions (mostly, stop loss management).
When I start the strategy, I do not have the option of setting the session start and end?
First, it tried to submit a market order several hours before the market opened. The order was rejected by MBTrading. The strategy is coded to only place orders based on daily bars -- but how do i get it to constraint its activities to market hours?
Also, since I am using minute bars to manage my exit, how do i prevent it from reacting to after market data, since the session start and end is not available for me to configure during strategy startup?
Thanks,
Brandon
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