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:

Code
function run()
{
	set(TICKS);
	History=".t1";
	StartDate = 20210515;
	EndDate = 20210716;
	BarPeriod = 1./60;
	MaxLong = MaxShort = 1;

        ...
}

Last edited by TalonTrades; 07/18/21 14:02.