I'm trying to submit an order at the first price that comes in at market opening:
if (Times[0][0].TimeOfDay >= StartTime.TimeOfDay)
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"Entry");
}
However during the backtest this opens the trade one minute after the opening (at the beginning of the 2nd 1 minute bar),
Is it not possible in the context of backtest to enter the trade at exactly my defined StartTime time (or at least 1 second later) ?
Derjan
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