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Hi all,
I'm testing a system for futures which uses a 30 minute timeframe to
identify setups and enter trades during normal trading hours (RTH)
and then hold the trades for multiple days if not stopped out. I
would like the system to allow stop triggering during the Night
session (ETH) based on the calculated stop price at the closing bar
of the day session (i.e. the stop price is not updated during the ETH
session). The stops have been implemented manually with looping code
to initiate the sell commands.
To simulate this, if I run a backtest in 24 hour mode with all data
shown, then all the system indicators and entry setups are calculated
over the full 24 hours which is not the intention of the system (they
should only be calculated over the RTH data).
Does anyone have any suggestions on how to get around this?
Many thanks, any help is very much appreciated.
Angus
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