yogi
#1
I am using below code to backtest on intraday data:
tn = TimeNum();
startTime = 091500;
endTime = 150500;
exitTime = 152000;
timeOK = tn >= startTime AND tn <= endTime;
exit = (Low < Exitlevel) or cross(tn, exitTime);
SellPrice=iif(tn == 152000,(ValueWhen(Sell,Close)),(Exitlevel - 0.05));
SellPrice=iif(tn == 152000,C,(Exitlevel - 0.05)); // I tried this as well
however, I am getting low price of the bar instead of close price.
Thank you in advance.
Milosz
#2
It's a duplicate of this thread:
If you have already started one thread, don't create another identical one. It leads to a mess...
mradtke
#3
Where are your Buy and Sell variables assigned? Also, are you sure that you have bars that end at exactly 15:20:00?
yogi
#4
changing it from tn == 152000 to tn > 152000 solved the problem.
@mradtke thanks for your time.