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Date/Time: Sat, 01 Mar 2025 03:56:32 +0000

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Post From: Executing orders at bar close

[2020-12-19 15:07:49]
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User907968 - Posts: 833
I would greatly appreciate a response as to whether the above interpretation is correct.
This is explained here - ACSIL Interface Members - Functions: sc.GetBarHasClosedStatus()

Specifically this paragraph:
The very last bar in the chart is never considered a closed bar until there is a new bar added to the chart. It is not possible to know otherwise because of the following reasons: The chart bars are based upon a variable timeframe like Number of Trades or Volume and the ending can never be known until there is a new bar, or because there is not a trade at the very final second of a fixed time bar.

Is it possible to provide an explicit example?

You could try:


n_ACSIL::s_BarPeriod barPeriod;
sc.GetBarPeriodParameters(barPeriod);

int barClosed = 0;
      
if (barPeriod.ChartDataType == INTRADAY_DATA && barPeriod.IntradayChartBarPeriodType == IBPT_DAYS_MINS_SECS)
{
  int secondsPerBar = barPeriod.IntradayChartBarPeriodParameter1;

  SCDateTime barDateTime = sc.BaseDateTimeIn[sc.Index];
  barDateTime.AddSeconds(secondsPerBar);

  if (sc.GetCurrentDateTime() >= barDateTime)
    barClosed = 1;
}


if (barClosed)
{
  /// do some stuff if the bar is closed
}
else
{
  /// do some other stuff if the bar is not closed
}