Backtesting support — beginner– off hours

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01/23/2025 at 5:51 PM #243016 quote

Bluemoon
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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

01/23/2025 at 6:24 PM #243027 quote

JS
Participant

Master

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…

01/23/2025 at 6:26 PM #243028 quote

Bluemoon
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Thank you so much
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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, 7 months 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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