Support Board
Date/Time: Sun, 02 Nov 2025 18:34:38 +0000
Post From: Renko Chart Bar Based Backtesting Flattening Issue
| [2024-02-17 04:33:21] |
| User43 - Posts: 102 |
|
in my back testing I close positions before market close (here on the US east coast markets close at 16:00) at 15:55. And for not time based bars I test if the time is equal or greater than the close time. Testing just equal 15:55 on volume charts will not work. On time based strategies the time frame must match up with the closing time like 15:55 will work on a 5min chart but not on a 10min or 2min chart. 15:50 would work for 2 or 10 minute charts, or again just test if the time is greater than the expected. |