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Hi,
I want to test 30min data on intraday basis....i mean any open position should be squared at day end.
For e.g: testing 5000 bars but on intraday basis only.....at the day end position is zero..
i dont understand what to write specifically for the same...can anybody assist me plz?
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For a system test, I suggest using this to find the last bar of each day: Code:
DayofMonth() <> Ref( DayofMonth(), +1)
This will always be true on the last bar of each trading day. If your system is using any delay from the signal to the open of the trade, you will need to add that day to the +1 in the Ref() function. For example, if you have "Delay order Opening" set to 2, then you would need to change the +1 to a +3.
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