I for backtesting use minute data.
ExitOnClose apparently work only tick data.
But in real strategy i want to close positions and orders exactly when session close.
Is
...Initialize() { ExitOnClose = false; // initially disable ExitOnClose Add(PeriodType.Minute,1) ... ...OnBarUpdate() { ExitOnClose = !Historical; // when real data, use ExitOnClose! if (BarsInProgress == 1 && Historical) // minute data, "hand" cancel in simulation on minute data { if (ToTime(Time[0]) == 161400)) { CancelOrder(stopOrder); ...
I can use too
...Initialize() { Add(PeriodType.Minute,1) Add(PeriodType.Second,1) ... ...OnBarUpdate() { if (BarsInProgress == 1 && Historical) // minute data { if (ToTime(Time[0]) == 161400)) { CancelOrder(stopOrder); ... if (BarsInProgress == 2) // second data { if (ToTime(Time[0]) == 161459)) { CancelOrder(stopOrder); ...
Is second solution safe?
Both strategies are simplified...
Thanks for help Petr
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