When I use a daily strategy with limit buy orders (with "use Granular Limit/Stop Processing"), limits on the 1st bar of the day of the small time series do not seem to be taken into account. Has anyone had similar experiences? Here it would be great to be able to see in the position list the time that was used to select the trade.
What are you seeing, exactly, that leads to the conclusion that the 1st bar of the day isn't taken into account? An example, please.
While trying to generate 1 minute test data for the request, I stumbled upon the next challenge. I enter the bars from 09:31 - 09:34 as ASCII data, in the datamanager they appear as 09:32 - 09:35. I assumed that the 1st bar in a 1 minute chart runs from 09:30 - 09:31 and has the timestamp 09:31. Am I wrong here?
While trying to generate 1 minute test data for the request, I stumbled upon the next challenge.
This is not challenging at all with the Random data provider. Install it and create a DataSet with any symbol like AAPL and it will have random data in required bar scale on demand:
Is it possible that you accidentally checked the "adjustment" check box on the lower left here? When I created the DataSet using your data I'm getting the correct result in the Data Manager.
Thanks, thats the case
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