What's the benefit or necessity of treating 00:00 as "inclusive of" for bars, but "exclusive of" for market hours/days, etc? Why would day(0) return "next day" for a bar spanning 2000-0000?
As for BR_ASSET:
1) can you pls explain the log in OP, specifically, the price series for EUR/USD.
2) this script:
function run() {
set(LOGFILE);
NumYears=1;
BarPeriod=15;
BarZone=ET;
BarMode = BR_ASSET;
MaxLong=1;
asset("EUR/USD");
AssetMarketZone=ET;
AssetMarketStart = 0930;
AssetMarketEnd = 1601;
vars prcI= series(priceC(0));
printf("# cls1=%.5f,mark1end=%i",prcI[0],AssetMarketEnd);
asset("SPY");
AssetMarketZone=ET;
AssetMarketStart = 0930;
AssetMarketEnd = 1601;
vars prc= series(priceC(0));
printf("# cls2=%.2f,mark2end=%i",prc[0],AssetMarketEnd);
LifeTime=10;
if (ltod(ET,0)>AssetMarketEnd)
if (prc[0]>prc[1])
enterLong();
}
gives this output:
[565: Mon 22-01-10 21:00] (465.55) FXcls=1.13263,markend=1601 WScls=465.55,markend=1601
[566: Mon 22-01-10 21:15] (465.42) FXcls=1.13263,markend=1601 WScls=465.55,markend=1601
[SPY::L56606] Long 1@465.47 x at 21:15:00
[567: Mon 22-01-10 21:30] 0.0850 +0.0850 1/0 (465.61) FXcls=1.13263,markend=1601 WScls=465.55,markend=1601
The trades can also expire outside market hours.