If I pick a future, FGBM, and run this for 2-4 Dec in backtest
protected override void OnBarUpdate()
{
if (Bars.FirstBarOfSession) {
Print(Time[0].ToString());
}
}
I get
03/12/2009 07:02:00
04/12/2009 07:02:00
That's with session template set to default instrument settings. If I change the session template to Default 24/5, and re-run, I get
02/12/2009 07:02:00
03/12/2009 07:02:00
04/12/2009 07:02:00
The thing is, the default for that instrument is Eurex FI Futures, which is Mon-Fri 0800-2200 (European Time)
So, why do I not get the 2 Dec FirstBarOfSession set for that?
thanks
Dave
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