Backtesting support — beginner– off hours

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  • #243016 quote
    Bluemoon
    Participant
    New

    All,

    I am  learning the basics, testing a simple MA crossover system (1 day period, checked at day close) .  The system seem to prefer placing orders at 12 am. If I restrict trading  to regular hours (e.g. 10 am to 4 pm), no orders are executed. Is that because technically the next period technically would’ve started and the system is getting confused? Is there a way around?

    Thank you so much.

    orders.png orders.png
    #243027 quote
    JS
    Participant
    Senior

    When you use a 1-day timeframe, the day ends and a new one begins at midnight…

    Your code is executed at the end of the bar/day/close, so your order is placed at the “Open” of the new day (12:00 am)…

    If you want to trade during the day, you need to use “Intraday” timeframes, such as 1 hour, 5 minutes, or 1 second, and so on…

    #243028 quote
    Bluemoon
    Participant
    New
    Thank you so much
    JS thanked this post
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Backtesting support — beginner– off hours


General Trading: Market Analysis & Manual Trading

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Bluemoon @bluemoon Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Bluemoon
1 year ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 01/23/2025
Status: Active
Attachments: 1 files
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