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Hi all,
i am using 5 sec bars as the base periodicity in the backtester. I
have written some code to close all intraday trades at 1900 (7pm):
Sell=SellPrice==bestlong OR TimeNum()==190000;
Cover=CoverPrice==bestshort OR TimeNum()==190000;
However, if there is no 190000 bar (there were no quotes in that 5
sec period), then the back tester does not close trades at 190000.
(It closes them at some other point). I would like it to close
trades at closest next interval e.g. 190005 or even the previous
closest say 185955.
Any help would be appreciated.
Sam
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