No, I'm trading a 60 minute chart and I usually wait until the end of the bar to see if my entry conditions are met so I can then go on to enter a trade at the start of the next bar.
What I'd like to do is to enter the market a little earlier (10 minutes earlier than the end of the bar) in the event it appears "highly likely" that my usual entry conditions "would" be met. This would give me a 10 minute headstart on a trade that I would normally take anyway.
Does that make sense?
Adding a second data series makes this needlessly complicated and resource intensive, I think. Why not do the following?
1. Calculate the time of next bar (current bar opening time + 60 minutes in your case),
2. Subtract 10 minutes from this,
3. Verify if the current tick time (IOG set to true) is greater than the value you got at step 2 but less than the value at step 1.
4. As long as step 3 evaluates to true, keep submitting the orders in that 10 minute time window (in other words, only submit orders when step 3 is true).
See the
Date and time reserved words to get you started.