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> This is somewhat helpful, but the problem is that Session1endTime is
> constant. It doesn't account for shortened days (half sessions) or
> when session ending times change (as did after 9/11 for KC, NG, and
> CL).
The only way to handle that is to refer to the next bar, e.g.:
if Date of next bar > Date then ((this is today's last bar));
This limits the things you can do in your system, because TS
wants to protect you from doing foolish/impossible things in your
backtest.
And, obviously, it won't work in realtime!
Gary
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