DateTime comparison in backtest to calculate high price over period

[darmbk]

Hey,

I want to run a back-test over one minute data and at a given time I want to find the high price over the previous X number of bars. Actually I want the high over a given period, say an hour, but there may not always be the same number of bars as the volume is low. For this reason I think I need to compare the bars based on time like this:

BarCount = Bars.GetBar(DateTime.Now) - Bars.GetBar(dateTime.Now LESS AN HOUR);
High = Max(High,BarCount);

[1] During a back-test, does calling DateTime.Now give the time in the historical data during the backtest or the actual time that the computer clock says it is at present?

[2] If I wanted to subtract an hour from DateTime.Now would I do this

timeNow = DateTime.Now;
timeHourAgo = timeNow;
timeHourAgo.Hour = timeNow.Hour -1;

Thanks in advance,
darmbk.

[NinjaTrader_ChelseaB]

Hi darmbk,

Thanks for your post.

DateTime.Now() will return the current time and date that is shown by your PC clock.

I believe you would want something like the following:

BarCount = Bars.GetBar(Time[0]) - Bars.GetBar(Time[0].AddHours(-1));