BarMode

Determines bar creation and trading behavior when the market is inactive, as on weekends, outside market hours, and on business holidays. By default, any bar contains at least one valid price quote. When no price quotes arrive due to market inactivity, or when it's weekend or a holiday, no bars are created. This behavior can be changed with the following BarMode flags. Use | or + for combining flags and setf and resf for setting and resetting single flags.

Flags:

BR_FLAT	Generate bars even when they contain no price quote. These bars get flat candles with the close price of the last quote. For special purposes only; price and indicators series should normally skip flat periods. This flag affects bar creation and must be set before the first asset call.
BR_WEEKEND	Don't generate bars that end on holidays or at or after EndWeek and before StartWeek in the bar time zone (BarZone), even when they contain price quotes. This flag is set by default. It is for intraday bars, but also affects EOD bars. It affects bar creation and must be set or reset before the first asset call.
BR_MARKET	Don't generate bars that end at or after EndMarket and before StartMarket in the bar time zone (BarZone), even when they contain price quotes. This flag is for intraday bars only. It affects bar creation and must be set before the first asset call.
BR_NOSHIFT	Don't shift data series on intraday bars that end at or after EndMarket and before StartMarket in the bar time zone (BarZone). This prevents series-based indicators from updating or generating trade signals outside market hours. Start and end time and zone can be individually set up in the asset list.
BR_LOCAL	Automatically set Start/EndMarket on any asset call to the local asset market hours (AssetMarketStart/End), converted from AssetMarketZone to BarZone.
BR_LEISURE	Don't enter or manage trades at or after EndMarket and before StartMarket, on holidays, and on weekends by EndWeek/StartWeek in the bar time zone (BarZone).
BR_SLEEP	Don't request or process price quotes when the market is closed due to BR_WEEKEND and BR_MARKET. Since no prices are updated, tick functions will not run and price-dependent events will not to be triggered during that time. Use this for special purposes only.
BR_LOGOFF	Log off on weekends or when the market is closed. BR_SLEEP and BR_WEEKEND must be set. Broker API settings, such as order texts or price or volume types, are usually reset when logging off. Use this for special purposes only, such as working around server maintenance or API unresponsiveness on weekends. Some broker APIs do not support logging off during a trading session; in that case BR_LOGOFF will suspend the session until it is manually restarted.

Type:

int

Remarks:

When BR_FLAT is not set, the historical time stamps of the first asset in a portfolio strategy determine the bar creation. The order of assets does not matter for bar creation when BR_FLAT is set.
When BR_MARKET is set, make sure that the timestamp of at least one bar per day falls within market hours - otherwise the day will have no valid bar (see Error 014).
When BR_LEISURE is set, but the system is supposed to trade around the clock on working days, set StartMarket = EndMarket = 0;.
When no bars are generated due to weekends, holidays, or market closure, the [Status] window displays "Closed".
For trading assets even at weekends, such as cryptocurrencies, reset BR_WEEKEND before sampling bars.
When BR_MARKET or BR_WEEKEND are used, make sure that weekend and market hours are also set up correctly in UTC or in the BarZone. When multiple assets have different market hours, set them up before selecting the asset.
For not updating prices after or before a certain time, use a tick function and the NOPRICE flag.

Example:

function run()
{
  ...
  StartWeek = 10400; // start Monday 4 am
  EndWeek = 51900; // end Friday 7 pm
  BarMode = BR_WEEKEND+BR_SLEEP; // don't process quotes during the weekend and don't generate bars
  ...
}

BarMode

Flags:

Type:

Remarks:

Example:

See also: