After have experimented i ve found that Strategy Monitor starts executing every minute (i use 1 minute timeframe) according to system time setup.
So if i want it runs earlier i have to set up for example 15 seconds earlier my system clock and switch off windows time synchronization. Without that i have many problems with closing positions on big market movements - strategy is always in late.
Is there any possibility to set up for example time offset. I didnt find such options but may be it can be done by code?

QUOTE:
After have experimented i ve found that Strategy Monitor starts executing every minute (i use 1 minute timeframe) according to system time setup.

Right. Wealth-Lab User Guide > Strategy Monitor > Employment Notes > Synchronizing Local Time.

Yes, thanks.
But is there possibility to run as time offset +/- some seconds? If not in options setup, may be it is possible by code?
What i did i changed manually system time +15 seconds to run it earlier than streaming provider.
But i hope there is better way.

It's not possible via code or an option (does not make sense especially with the introduction of Streaming to the SM in 6.3/6.4). You've found a good workaround.

Bit it s barbarian way.

If it's not a pair trading strategy, and you're following just a dozen of 1-min symbols, you can consider Streaming Strategy windows which execute immediately at the end of the bar w/o delay.

Unfortunately I use multisymbol analysis for 1 symbol strategies and pairs strategies.
Even 1-symbol strategy needs 1 next tick data at the end of the bar. And even hyper liquid symbols need sometimes some seconds for new coming tick.

Why i needed time offset - i wanted to verify is there difference in OHLC if i use time offset or not.
And if i test historical data i dont have problems with data timeouts etc.

At the same time if i use hyper liquid stocks in multisymbol analysis if they are synchronyzed by strategy seems i cant avoid errors in historical data. It s impossible to be insured of such problem.

So i was trying to identify where is the problem - in data or find the difference between chart and SM.

Just by my feeling there is difference between OHLC in chart window and OHLC in Strategy Monitor especially if Monitor is delayed or runs little bit earlier.

At the present moment for indicators i use averages, to manage price risks of open position - Close or sometime like (H + L + C)/3 on 1 bar.
Strategies became more predictable and working better even if there are delayes in data or in execution time (Still loading many optimizations).

Could You tell is there difference between OHLC calculation (formation) between chart and Monitor. Provider give me 1 seconds OHLC V stream and i use 1 minute timeframe.

QUOTE:
Could You tell is there difference between OHLC calculation (formation) between chart and Monitor.

If your data provider is built correctly, and/or if it's not using the new Streaming Bars feature of the SM (starting from 6.3) there is not.

Does it mean that for example if i run my strategy under Chart or under Delayed 30 seconds SM my 1 minute strategies will use same OHLC?
If i ll use another (higher timeframe ) still wont be any difference?

What i mean asking that - do chart and SM use same logic in computing OHLC?
Do i understand right - OHLC on last bar are calculated on 00 second OHLC serie after new tick came?
Why im asking that - strategy in chart is run if OHLC is created and new tick came, if not - it waits till tick comes.
SM is run by the clock. If there is no new tick what will happen?
Will it wait till it comes?
In real time i saw that some strategies are executing quickly and some were executed with delay up to 30-40 seconds ( i use 1 minute timeframe).
Which OHLC will it use - came on .59 seconds at the end of previuos bar ? or OHLC on for example .25 seconds of new minute ?