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Not the most elegant solution, but it seems to work:
If time = 1615 {S&P, NY time} then buy at open next bar stop{limit,
whatever};
BW
>From: "marika11" <marika11@xxxxxxxxx>
>To: <omega-list@xxxxxxxxxx>
>Subject: EL question
>Date: Tue, 19 Mar 2002 14:44:46 +0100
>
>Hi,
>this morning I asked about the way to buy/sell the open of the first bar of
>the trading session...
>
>if
>
>If Date > date[1] Then begin
>....
>
>I can buy/sell only the open of the second bar of the trading session
>
>Stephane suggested to me
>
>If (time=Sess1Endtime) then
>
>there is a problem...
>I think Sess1Endtime take the end time from Globalserver; the problem is:
>the market I follow recently change his end time (from 1730 to 1740); so in
>Global server now it's 1740; historical data to test ends at 1730; so
>
>If (time=Sess1Endtime) then
>
>doesn't work..
>
>How can I keep anyway the last trading session bar?
>
>thanks for any suggestion
>
>Mario
>
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