Suppose i only want to trade between 9am and 11am. If in time based bar, i can do something like

TradingTime=t>=900 and t<=1100;

if TradingTime then begin
if breakout then buy this bar at the close;

How can we achieve this by advanced bar?

newtonbear,

you can use the BarDateTime class. However you will likely face the problem that can only access the ending time of historical bars, but not the time of each tick.

Regards,

ABCTG