RE: Calculating Last Intraday bar

["Gray, Gabriel" <Gabriel.Gray@xxxxxxxxxxxxxxxxx>]

Thanks to all who responded. The solution I found was to insert the same
symbol into TS as a daily time compression and then: 

If close= close of data2 then begin
	Exitlong;
	Exitshort;
End;

Gabriel

-----Original Message-----
From: Gary Fritz [mailto:fritz@xxxxxxxx] 
Sent: Monday, July 21, 2003 1:02 PM
To: omega-list@xxxxxxxxxx
Subject: RE: Calculating Last Intraday bar


> 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