Ok, I'll post some progress i've made: I decided to look ahead at the time of the next bar, take the difference, and if it's not equal to my timeframe (which is 5 min bars) then we must be at the last bar of the session so i set sell to 1. Here's the statement:
Cover = (Ref(TimeNum(),1) - Ref(TimeNum(),0)) > 40000 ; But I get strange results on every 55 minutes. The difference is 500 until 8:55 or 9:55 or 10:55, then the difference jumps to 4500. Why could this be? Remember this is backtest only, hence forward looking. Nick On Jul 13, 2009, at 11:47 AM, Nick Willemse wrote: > Hi Everyone, > > I'm trying to backtest a strategy and have 5 min data. Some days > are holidays and the closing time for the day is different on > holidays. How can I exit the trade if i am in one on the last bar > of the trade ? TradeStation you just add SetExitOnClose. ANything > similar in AB? > > Thanks in advance > Nick
