Exit Friday 17:00 in NY time (probably all non-GMT timezones) does not work

I am trying to create strategies that only maintain positions Mon thru Friday, 8am to 5pm New York time. So, I am using UTC-5 timezone.



A. I am noticing 2 problems, if I choose MT5 Engine:

1. A lot of zero duration trades, even if I retest on 1 min or tick resolution

2. It does not close positions on Friday 5pm EST. Instead, It closes positions opened on Friday only at Sunday 5pm.


B. If I choose TradeStation, the problems do not exist but a new problem: It takes trades before the start date I defined

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  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

murty

05.04.2019 15:02

Task created

m
#2

murty

05.04.2019 15:06
Voted for this task.
AA
#3

echelon

14.08.2019 05:49
Voted for this task.
TB
#4

Tomas Brynda

22.08.2019 09:53

Status changed from In progress to Fixed


Votes: +2

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