Historical data

[Andreano]

I have developed strategy, that is supposed to run only based on real-time data (since it can't run on historical). Entry orders are set up only at predefined by parameters time.
The problem with strategy is that sometimes it won't start at predefined time.
Now when I come to test strategy on different contracts, some instances of strategy wont' start. I have added logging into onBarUpdate (see below). Messages are not printed as well.

        protected override void OnBarUpdate()
        {
            if (Historical) return;
            
            Log("Processing bar : " + Time[0].ToString(), LogLevel.Information);
            if (Time[0].TimeOfDay == _startTime.TimeOfDay)
                   //Do the entry logic
        }

So for example I start strategy and set up it to start at 23:20, 3 minutes before that time - strategy won't start.
My question is why doesn't it start? Is that a problem with my feed - so in some cases it deems real-time data as historical?
I would really appreciate any suggestions.

[NinjaTrader_AdamP]

Andreano,

I would suggest changing this line :

if (Time[0].TimeOfDay == _startTime.TimeOfDay)

Use something more like a built in comparison method for DateTime objects :

http://msdn.microsoft.com/en-us/library/system.datetime.compare.aspx

Or the ToTime() function.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?totime.htm

[Andreano]

Thank you for your suggestion.
I guess I still can't get used to the idea that C# doesn't have operator overloading and that one should usually look for Compare method of IComparable interface to perform comparison of objects.
TimeSpan objects are compared, not a DateTime though.
TimeSpan == logically worked out as I expected it to.

http://msdn.microsoft.com/ru-ru/library/system.timespan.op_equality.aspx

Anyway thanks.