Несколько вопросов по торговому алгоритму.

IsLastBarOfDay
bool IsLastBarOfDay(int bar)

Returns true if this is the last bar of a particular day for intraday data.  If the Bars object contains non-intraday data, IsLastBarOfDay always returns false.  If bar equals the last bar of data in the chart, IsLastBarOfDay finds the previous bar that was the last bar of the day, and compares the time values to determine if the bar is in fact the last bar of the current day.


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Example
protected override void Execute(){
    // Daytrading SMA crossover script (backtesting only) 
    // that closes all positions at the end of the day.

    DataSeries hMAFast = SMA.Series( Close, 10 );
    DataSeries hMASlow = SMA.Series( Close, 30 );
    PlotSeries( PricePane, hMAFast, Color.Green, WealthLab.LineStyle.Solid, 1 );
    PlotSeries( PricePane, hMASlow, Color.Red, WealthLab.LineStyle.Solid, 1 );
    
    for(int bar = hMASlow.FirstValidValue; bar < Bars.Count; bar++)
    {
        if (!IsLastPositionActive)
        {
            if ( Bars.IsLastBarOfDay( bar ) == false )
                if ( CrossOver( bar, hMAFast, hMASlow ) )
                BuyAtMarket( bar+1, "XOver" );
        }
        else
        {
            Position p = LastPosition;
            if ( Bars.IsLastBarOfDay( bar ) == true )
                SellAtClose( bar, p, "EOD" );
            else
            {
                // normal intraday exit logic
                if ( CrossUnder( bar, hMAFast, hMASlow ) )
                    SellAtMarket( bar+1, p, "XUnder" );
                }
        }
    }
}