Hi everyone,
I was able to enter trades intrabar with the information that a member has given me. However, now, I'm exiting only at the hour. When I was entering, I was getting in at 11:28:27 or 7:42:16 or etc, but I'm only exiting at 9:00 or 5:00 or etc. So something is wrong with the exiting.
I basically added a BarArray and used the BarsInProgress. For backtesting, I used the standard for Order Fill Resolution.
Also, I trade currencies and I was wondering what advice you have for getting in rollover fees, if any. I'll be in trades for days and to get a more accurate picture, it would be nice if I can get that into calculations.
Thanks for your help
I was able to enter trades intrabar with the information that a member has given me. However, now, I'm exiting only at the hour. When I was entering, I was getting in at 11:28:27 or 7:42:16 or etc, but I'm only exiting at 9:00 or 5:00 or etc. So something is wrong with the exiting.
I basically added a BarArray and used the BarsInProgress. For backtesting, I used the standard for Order Fill Resolution.
Also, I trade currencies and I was wondering what advice you have for getting in rollover fees, if any. I'll be in trades for days and to get a more accurate picture, it would be nice if I can get that into calculations.
Thanks for your help
