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Handling midnight gaps/ big spreads

It would be useful for some users to take OpenBarDelay into account while performing backtest in SQ so the backtest results would be reliable comparing with live trading.



We could implement a new What if snippet that would do the job.

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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TB
#1

Tomas Brynda

27.11.2020 10:10

Task created

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