Thank you Nicolas. I understand, but the issue is my stategy is based on conditions that should be tested daily, based on daily bars (the same daily bars that are successfully displayed in my PRT charts, i.e. daily bars that run from 7am to 6:59:59am). I believe if I change the timeframe, my whole strategy becomes meaningless (I don’t want an order to be place potentially every 5 minutes; I don’t want ProOrder to take into account information from the past 5 minutes only).
My understanding was indeed that ProOrder tested the conditions once only per bar and placed orders at the beginning of the next bar. My charts correctly display daily bars that incoporate all price movements from 7am to 6:59:59am each day, so I thought ProOrder would test the conditions at 6:59:59 and place orders at the beggining of the following bar at 7:00:01. But it does not. It tests conditions and places orders at midnight, irrespective of my bars as displayed on the chart.
I don’t think it has anything to do with my code, because at this stage I am (on purpose) using a super simple, test code (my real strategy is obvioulsy more complex): “IF Close>Close[1] THEN BUY 1 CONTRACTS AT MARKET ENDIF”.
Let’s take a super simple example, e.g. on April 20
– I thought my code would buy 1 contract at 7:00:01 on April 20 (if the price of the instrument was higher at 6:59:59am on April 20 than at 6:59:59 on April 1)
– What it really did is buy 1 contract at 00:00:01am on April 20 (if the price of the instrument was higher at 11:59:59pm on April 19 than at 11:59:59pm on April 18)
It probably has more to do with settings somewhere. Or maybe customized time zones just don’t work well with daily bars (i.e., they correctly impact charts, but don’t impact ProOrder)… Or maybe I just totally misunderstood how ProOrder works.
Thank you so much for your insights
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