Let's take this minimal example:

Code:
#include <default.c>

function run()
{	
	StartDate = 20170101;
	BarPeriod = 60;
	LifeTime = 25;
	enterShort();
	set(LOGFILE);
}


When I check the trade log it seems that all the trades opened between 13:00 and 22:00 (and closed on the next day) have no rollover despite being held for 25 hours. From what I understand this is not how rollover usually works.

Last edited by pcz; 03/05/17 14:59.