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Hello,
I am backtesting on an intraday basis. I am using a system which
alternates between long and short positions. All positions are
closed out at the end of the day. I seemed to have coded this so far
using exRem to remove any excessive signals.
At present, the backtester will continue alternating into the next
day by referring to the last trade made on the previous day. For
example, if the last trade today was a short position (which will be
closed at the end of the day), the backtester will monitor for a buy
signal the next day.
I need to reset it somehow so that the backtester monitors for
either a buy OR a short signal at the start of the next day (at a
specified time) without reference to the last trade of the previous
day.
I would be grateful for any suggestions on how to do this.
Many thanks
Sam
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