I'm using a data feed from Barchart with 10min bars to analyze some strategies in the strategy analyzer. With a year's data, some bars are starting at 13:40pm and others start at 14:40pm.
Also, some day periods have 41 bars, whilst others have 40 bars.
Is this due to effects such as daylight saving / early session end times? Or do I need to ask Barchart?
I have a strategy which is entering trades at a certain time relative to the start of the day. However, sometimes the trade is missed because of these bar differences.
I'm using the format
ToTime(Time[0]) == 182000
as the trade trigger
Any ideas gratefully received!
Thanks,
Olly
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