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When I plot the function CurrentTime I get a flat line with the now current
time not the time of each bar that has passed which means when backtesting
using a rule such as; If CurrentTime > 1100 then buy at the market the back
test will use the time the test was run not the time of the bar at that
time.
Could someone please help me (using 5 min bars) to find the either the
number of bars or minutes since the open of session one that will work in
backtesting and be plottable. Here I am trying to compare the first hour's
trading volume with the first hour's trading volume for days passed using
the same 5 min bars.
As you would expect a plot of CurrentBar (returns bar number) is a one for
one slope, increases one each bar. Is there a TimeofCurrentBar or other such
function?
Thank you,
Pat
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