Obtaining Current System Time within a Renko Bar

[Doug Hayman]

I was wondering if this can somehow be accomplished in C# Advanced Paintbars:

A couple of preliminary items:

1) I am using Renko Bars (4 points) for futures;

2) I am doing this as part of my back testing  efforts;

Renko bars get timestamped (TimeStamp) when the Renko bar is created.  In my back testing logic, I want to close any simulated trade, say within 15 minutes of market close.

So, as an example, let's say a trade fires off, and my last Renko Bar has a TimeStamp of 15:24:25.  16:00:00 comes around (15 minutes of market close), and I'm still in that same Renko bar.   I cannot check the TimeStamp of the Renko Bar to see if we're at 4:00 PM, since the TimeStamp associated with that bar is 15:24:25.  I tried creating a variable of type "DateTime CurTime", but I get the following error on declaration, "96, 16    CS0103    Possible security violation".   Not sure that would have given me the desired result anyway, as it might provide current system time (that is, the time when I run the back test), as opposed to the current time with the Bar.

Is there any way that I can check the system time, while within the Renko Bar, via logic?  

Thank you in advance.

 

[Mike Medved]

DateTime.UtcNow I think is what you're looking for. But that of course is current UTC time, so it would only work for the last candle processing, not for going back.

[Doug Hayman]

Yes, tried DateTIme.UtcNow and DateTime.Now and both provide latest date/time for any historical (or current) bar(s).

[Mike Medved]

So - other than the current time - what do you need? When you look at a renko bar, there is a start time and an end time. You want to know the end time for the bar?

[Doug Hayman]

Mike, for Renko bars "Timestamp" refers to the creation date/time of the bar.  Is there a way to access the END date/time of the Renko bar?  I don't see anything in the doc that would gain me access to that.   And yes, that would solve my issue.

For regular time-based bars, END date/time could obviously be easily derived.  For Renko's I cannot derive, since we don't have bar look-ahead capabilities (for back-testing purposes, that is).

[Mike Medved]

Added: TimestampEnd indexed variable - like Timestamp.

Will be in next beta.

[Doug Hayman]

Excellent, that will be most useful.  Thank you.

[Mike Medved]

Note that TimestampEnd is the timestamp of the last tick in the candle. So for timed candles it may not be 1 min (or 5 min etc) after the candle start. It may be 30 sec or something. Depending on the ticks that go into the candle.

[Doug Hayman]

MIke, for my purposes, that's perfect, exactly what I want.   Can't speak for others when it comes to timed candles.