Hello all!
I am trying to develop a strategy that trades based on bars that are less than one second. Per the user manual, "...and since Zorro allows bar periods down to 1 millisecond..."
I cannot figure out how to take advantage of this feature. For example, in my script:
History = "*.t1";
BarPeriod = 60./60;
set(TICKS);
This yields 60 second bars.
History = "*.t1";
BarPeriod = 1./60;
set(TICKS);
This yields 1 second bars
History = "*.t1";
BarPeriod = 0.1/60;
set(TICKS);
This appears to round bars up to 1 second. I also tried ".1/60" as well, same apparent result.
How do I generate, for instance, 10ms bars?
Cheers!