Testing with Intra Day data

["Volker Knapp" <vk@xxxxxxxxxxxxxxxxxxxx>]

Hey there,

All my systems that i developed on EOD basis, I rewrote them on ID basis for
testing.
Now TS 4.21 behaves funny. Sometimes it takes trades on the very first bar
even thou there was no signal. I usually exit all my trades at EOD.

I am using the following to determinate the opening and closing time of the
market.

VARS: ENDZEIT(0), STARTZEIT(0);

If date > date[1] then ENDZEIT = time[1];
If date > date[1] then STARTZEIT = time;

IF TIME > STARTZEIT  AND TIME < ENDZEIT then

{BUY/SELL CONDITIONS}


This helps on some systems and prevents the system to enter a position on
the first bar on some systems, on others it does not. My understanding is
that TS does not know that the first bar is a new day until it is over. But
why does it work on some systems?
Even if I add a time intervall like:

IF TIME > STARTZEIT + 15 {on 15 minute bars} AND TIME < ENDZEIT then

it is still taking the trades on the first bar.

Is there any fool proven way to prevent TS to take the trades on the first
bar, if there is no signal on the first bar, but takes the trades on the
first bar if there is a signal?

Volker