Hello, sorry for the late response. Been a bit busy.
So I think I got the thing regarding tick data in backtests, but with the understanding of code execution I am still a bit unsure.
Pls see this example:

// Festlegen der Code-Parameter
DEFPARAM CumulateOrders = True // Kumulieren von Positionen deaktiviert
defparam preloadbars = 0
// Das Handelssystem wird um 0:00 Uhr alle pending Orders stornieren und
//alle Positionen schließen. Es werden vor der "FLATBEFORE"-Zeit keine
//neuen Orderaufträge zugelassen.
DEFPARAM FLATBEFORE = 090000
// Stornieren aller pending Orders und Schließen aller Positionen zur
//"FLATAFTER"-Zeit
DEFPARAM FLATAFTER = 173000

// Verhindert das Trading an bestimmten Wochentagen
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

//if close > open then
//BUY 1 LOT AT close-20 LIMIT
//endif

BUY 1 LOT AT market

As you can see it is a super simple example, basically between 0900 and 1730 every 15minutes a long position is opened. At 1730 all open positions are closed.
What confuses me is that it does buy a long position already at 0900 even though I declared flatbefore 0900, so this makes me think that the code is constantly running and constantly “calling” the “BUY” function, but as long as it is before 0900 the order is not accepted, but once it strikes 0900 the order is accepted even though it comes from the run regarding the 0845 bar.
Am I correct with this assumption? If so this is a bit problematic, because by calling FLATBEFORE I actually plan on not including data updates from before 0900.
Thank you 🙂

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