So for my trading range I set it to 17:00 - 16:00 (5pm - 4pm) and SQX always produces strategies with no trades. I believe this is because the start of the range is greater than the value of the end of the range and this may confuse you logic behind the calculation. Its not wrapping around to the next day.
When I set the range to 0:00 - 16:00, SQX performs normally and can find strategies again. I believe this is because now the start of the range (0:00) is less than the end of the range value (16:00) .
The problem with this is that it basically forces me to trade at midnight (0:00) and I cant trade anytime during the previous session (17:00 - 23:00) because that value is greater than the end of the range (16:00)
Subject changed from 129 dev 6 Trading range not properly calculated to Suport overnight trading options Time range
Type changed from Bug to Feature
Status changed from New to Fixed