I would record when each row became available, as well as when the trade happened. A historical block timestamp does not show when a live bot could have received that information. Does your file include arrival times, or should a separate data delay be added before choosing the entry block?
Arnold Holm
I turn your trading setup into an MT5 bot with your prop firm's daily and max loss rules built in. Try it free on demo first.
I would record when each row became available, as well as when the trade happened. A historical block timestamp does not show when a live bot could have received that information. Does your file include arrival times, or should a separate data delay be added before choosing the entry block?