I set up daily bars aligned to different time zones dependent on the asset. Following the advice in the manual, the code below sets up the daily bars as expected - you can see in the plot the change of day occurring when the filter changes its value. So far so good.
What's unexpected is that setting ExitTime=2 causes trades to exit after 1 hourly bar, not after 1 daily bar.
Is this indeed unexpected behavior or am I missing something? What other functions react to the BarPeriod as opposed to the AssetFrame?
function run()
{
set(LOGFILE);
BarPeriod = 60;
LookBack = 200;
StartDate = 20151001;
EndDate = 20151201;
` while(asset(loop("EUR/USD", "EUR/CAD", "AUD/USD"))) {
if(Asset == "EUR/USD" or Asset == "EUR/CAD") {
FrameOffset = 9;
AssetZone = ET;
}
else if(Asset == "AUD/USD") {
FrameOffset = 17;
AssetZone = JST;
}
TimeFrame = AssetFrame;
vars Price = series(price());
vars filt = series(LowPass(Price, 50));
ExitTime = 2;
if (valley(filt)) enterLong();
if (peak(filt)) enterShort();
plot("filt", filt, MAIN, BLUE);
}
}
