Backtesting a system that trades once a day

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I'm trying to write an EA that limits trades to once a day. However, I cannot find a function for time that will work when backtesting ( the system checks the current time, not the timeframe thats being backtested). Has anyone developed a function for this, or am I missing something obvious?

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cwn6161:
I'm trying to write an EA that limits trades to once a day. However, I cannot find a function for time that will work when backtesting ( the system checks the current time, not the timeframe thats being backtested). Has anyone developed a function for this, or am I missing something obvious?

During Backtesting, Time is modelled !

datetime TimeLocal( ) Returns local computer time as number of seconds elapsed from 00:00 January 1, 1970. Note: At the testing, local time is modelled and is the same as the modelled last known server time.

[Ubzen]

Use DayOfWeek: Example:

if (TimeStamp != DayOfWeek())
{ 
   OrderSend......;
   TimeStamp = DayOfWeek();
}

That way when it comes around the second time, TimeStamp Will be equal to Monday or Tuesday or Whatever. So then it will Not move on to OrderSend. 

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Thanks for the help! I had tried using DayOfWeek before, but for some reason the trades weren't being limited correctly. Probably just an error in another part of the logic. Things look good now.