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Hi,
As others have said it really isn't possiable using daily bars, however
TS will allow you to set the 'Compression' on 'Intra-day' bars to 390
minutes which is a daily bar for stocks. If you collect your data by the
minute or tick you should be able to do what you are looking to do.
Because TS is now looking at minute bars you should be able to establish
a time exit at 15:55 (385 minutes).
Larry
PM wrote:
>
> I'm testing a strategy using daily bars that exits at the close. I'd like
> to be able to exit 5 mins before the close since exiting at the close is
> not possible in realtime. I'd like to keep using the daily bars if
> possible.
> Any suggestions?
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