I'm working on a market opening strategy that uses tick data and 1 second bar logic, but only for the first five minutes of regular trading hours.
Testing takes a long time, I suspect because the ticks for the entire day are being processed.
Is there a way for the test to process only the first 5 minutes of data?
I set StartMarket = 930;
and EndMarket = 935;
but this does not seem to help.
Here is the relevant parameter setup I'm using now:
StartDate = 20210515;
EndDate = 20210716;
BarPeriod = 1./60;
MaxLong = MaxShort = 1;