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Enter at Session Open

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    Enter at Session Open

    Hi

    I am trying to back test a strategy that enters at the market open, is there a way to do this.

    I have seen the sample where you add the 1 min data series and enter on BarUpdate of 1 min bar, this does not work for me as results are not exact and back testing speed is slow as it has to retreve 1 min bars for whole back test period.

    Thanks

    Mike

    #2
    Mike, this would be the way to go about - how close you will be to the actual session open will depend what granularity you add, while the 1 min is the shortest interval possible without having to resort to tick data which would make your testing more resource intensive.

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