I have a bool variable that triggers when conditions are met on my daily bars and when that variable is true my trade is executed on the 5 min bars the following day (which is expected behavior).
However, I would like to execute my trades on the same day the bool variable gets set to true. So basically I need to get the value of the indicator on my daily bar at a specific time intraday. How do I go about this?
For clarification:
As of now, my strategy checks if today's Momentum(13) value is lower than yesterday's Momentum(13). If it is, then my submitExit variable is true and the order will be executed tomorrow on the 5 min series.
But I want to be able to look at the value of today's Daily Momentum(13) at some point before the market closes. If it looks like it will be lower than yesterday, I want to submit my order on the 5 min bars before the market closes today.
COC is set to false.
Is there a method to get this value or would I have to come up with a custom calculation? If I need to customize it, what is the best approach?
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