JCL,
this code
function run()
{
set(LOGFILE);
BarOffset=15;
BarPeriod=20;
AssetMarket=ET;
StartMarket=015;
EndMarket=1635;
Weekend=1+8;
TimeFrame=AssetFrame;
if (frame(0)) {
printf("#n AssetFrame=%i",AssetFrame);
printf("# ET Time=%i, O= %.5f, C= %.5f", ltod(ET,0), priceOpen(), priceClose());
}
produces this output
[498: Tue 16-05-10 19:35] (124.25)n AssetFrame=1 ET Time=1535, O= 124.24400, C= 124.24700
[499: Tue 16-05-10 19:55] (124.27)n AssetFrame=1 ET Time=1555, O= 124.24700, C= 124.26600
[500: Tue 16-05-10 20:15] (124.26)n AssetFrame=1 ET Time=1615, O= 124.26600, C= 124.26300
[501: Tue 16-05-10 20:35] (124.26)
[502: Tue 16-05-10 20:55] (124.27)
[503: Tue 16-05-10 21:15] (124.29)
Which shows that TimeFrame erroneously ends on 16:15, not 16:35, as specified by EndMarket/AssetMarket.
I doubt this is the expected behaviour.
Please, lets investigate.
