@vonasi, you say “I have found strange things in the hour, dayofweek etc data before” have you reported this to PRT?
No because I worked out that opendayofweek, openhour etc was always accurate and to be honest with you I do not have a single strategy that uses time or day as a a condition. In my mind either price is a good price to buy or it isn’t and the time of day or day of week has no reason to be in the decision. Maybe if I liked breakout strategies at the open this would be different but for me they never work.
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