Daily with intraday orders

[TexFly]

Hi,

I'm trying to accomplish the following:

a) I have a strategy based on DAILY bars
b) I want to enter and order only from 3.30pm EST to 4:00pm EST

I tried the code below but I get no orders in my backtesting.

Any ideas?
Thanks!
Tex

================================================
Initialize
Add(PeriodType.Minute, 1);


CalculateOnBarClose = true;

protectedoverridevoid OnBarUpdate()
{

if (BarsInProgress == 0)
if whateverstrategyIuse = True
{
if ((ToTime(Time[0]) >= 153000 && ToTime(Time[0]) < 160000))
{
EnterShort(1,1,"Short");
}
}



// When the OnBarUpdate() is called from the secondary bar series, do nothing.
else
{
return;
}
}

[pmaglio]

If you are applying this to a daily bar then the condition :
if (BarsInProgress == 0)
will limit to end of daily bars only...have you tried to change it to 1 to check at end of each end of 1 Min bar ?
Regards,
Pablo

[TexFly]

Thanks for the reply, Pablo.

Basically I want to have a signal on the daily bar and the order placed at 3.30pm EST (the day after I guess).

How can I accomplish this?

Tex

[pmaglio]

Tex,

You can do something like this :
if (BarsInProgress == 0)
{ do the finished daily bar analysis, set a variable to true if logic result is "do the trade"
tradeok = true;
...
return;}
if (BarsInProgress == 1)
{ we are on 1 min finished bar, so...
if( tradeok && ToTime....) EnterShort(1,1,"Short");
}
Regards,
Pablo