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I've set the algorithm's equity resolution to seconds and am trying to consolidate back up to 1-minute bars while also adding them to a rolling window. If the trade logic is met, there should be ZERO trades before the second, 1-minute bar creation of the day (i.e. 0932); however, looking at the back test order results, this is not the case as orders are opening as early as 093006. I've referred to the documentation have have tried both the ‘Rolling Window of Consolidated Bars’ syntax (both ‘seconds=60’ and 'minutes=1') and ‘Manually Consolidating Bar Count’ but to no avail.
Suggestions? Thanks! 😊
James Hawkins
Ah yes- it totally jumps out to me now! I have conflicting consolidations :/
As always, thank you Fred Painchaud 😊
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