- ago
I would like to enter and exit on the same bar, while seeing the time of the transaction with an accuracy of up to a minute. But i see time only for entry transactions
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Cone8
 ( 31.40% )
- ago
#1
Yes, because there is never a conflict when exiting positions.

The idea of granular processing is to assign a higher weight to entry transactions that occur earlier in the day so that the trades that occur first have a Backtester priority over those that occur later in the day.
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- ago
#2
So, there is no way to see exit time, except execution on intraday TF?
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- ago
#3
Yes.
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MIH8
- ago
#4
I also have some questions on this topic.

Are the same rules applied as for the basic selection of a historical data source?
What i mean is, are different intraday sources used that are activated in the list of historical data, or must the intraday data be from the same provider in the backtest? (Like IB provides different time scales)

Can the source be specified somewhere?
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Cone8
 ( 31.40% )
- ago
#5
The exit time is irrelevant and would only increase the time it takes to run the backtest.

@MIH -
Sure, it will use the first intraday provider that can return the specified scale in the order you put the Historical Providers.
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MIH8
- ago
#6
Ok, thanks for clarifying my question.

QUOTE:

The exit time is irrelevant and would only add to the time it takes to backtest.


Well, in the form you are using it, this is correct. But if you think about "AssignAutoStopTargetPrices()", this information could be very useful. Limit orders could be handled much more accurately, I think. I don't want to start a discussion now, it's just a thought that puts the general answer into perspective a bit imho.
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