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 Platinum Customer
Joined: 10/20/2008
Posts: 357
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Is it possible to run backscanner with the rule that intraday trades such as five min exit on moc - market on close?
One thought - it we number the bars 1 thru 78 every day (78 five min bars in a day) and then exit the trades if any open on bar 78?
Thanks.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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There is a Condition available in the Web Library called End of Day which should work in any intraday Bar Interval.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 7/21/2007
Posts: 188
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Hi Bruce,
What does the End of Day condition do? I tried looking it up in your online documentation, but couldn't find any description of how to use it or what values it measures. I'm assuming it's a boolean, true or false, whether the current bar is the end for the day?
Jim in SF.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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The fact that it is a Condition means it is Boolean and returns True or False. The info box for the End of Day Condition states, "Checks for the last bar of the trading day." You can view the RealCode for the Condition to see how it works by right-clicking on the Condition and selecting Edit RealCode:
If isLastBar = False Then
If Price.DateValue.Day <> Price.DateValue(-1).Day Then pass
End If
So the RealCode is checking the actual calendar dates of the bars to determine if it is the last bar of the day or not.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 7/21/2007
Posts: 188
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Thanks, Bruce.
I had forgotten all about the "i" icon.
Jim.
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Registered User
Joined: 10/11/2010
Posts: 1
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This end of day logic simply doesn't work. There is no indicator applied to the chart nor the backtester is following it.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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It seems like the End of Day Condition in the Web Library got corrupted somehow. It has been replaced and the new End of Day Condition seems to work for me.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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