Backtesting support — beginner– off hours

Bluemoon · Thu, 23 Jan 2025 16:51:45 +0000

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.

This topic has 2 replies, 2 voices, and was last updated 1 week ago by Bluemoon.

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

Bluemoon

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.

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

JS

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…

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

Bluemoon

Thank you so much

1 user thanked author for this post.

JS

Bluemoon
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Backtesting support — beginner– off hours

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