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Unless you are using a Market On Close order then the order is being
generated on the last bar of yesterday. You should use something similar to :
if Time > StartTime and Time < Add.Time (Sess1EndTime, -1 * BarInterval)
then begin
{ order generation goes in here }
end ;
Samuel
At 04:15 AM 04/23/99 , Volker Knapp wrote:
>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
>
Samuel K. Tennis Vista Research
129 Staff Drive voice: 1(850) 243-5105
Ft. Walton Beach, FL 32548 fax: 1(850) 301-2884
skt@xxxxxxxxxxxxxxxxxx http://www.vista-research.com/
***** EasyLanguage Spoken Here *****
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