I was wondering what might be the best way to identify the open time of the bar the last order from the order history pool closed on.
I need to do this so to identify which of the other orders in the history pool were closed on the same bar as the last order.
I already coded to identify the last closed order and its close time, but then how to identify which of the other orders in the pool also closed on the same price bar ....
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I was wondering what might be the best way to identify the open time of the bar the last order from the order history pool closed on.
I need to do this so to identify which of the other orders in the history pool were closed on the same bar as the last order.
I already coded to identify the last closed order and its close time, but then how to identify which of the other orders in the pool also closed on the same price bar ....