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?
Code:
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);
	}
}



Last edited by boatman; 02/28/16 19:54.
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