I have a multi-time frame strategy on one instrument. The primary bar is 1 Day, and I add a second time frame 5 Minutes. I only would like to start during a particular intraday time.
if (BarsInProgress == 1 && CurrentBar > 0)
{
if ( ToTime(Times[1][0]) >= 100000)
{// Do something;}
}
My question is:
If I set the primary bar to minutes (i.e. 60 Minute), then the strategy works, if I set the primary bar to 1 Day, it does not.
Backtests seem to work also on 1 Day bars, but not in real-time trading. What is the problem?
Please help. Thank you,
whotookmynickname

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