b130dev2: Exit At End Of Day doesn't work for Fridays

Hi,

I'm using this Build config

but I'm getting strategies, that don't exit on Fridays

Thanks

Attachments

image-2.png

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Strategy 317109.sqx

(74.15 KiB)

image-0.png

(13.51 KiB)

History

01.12.2020 22:26

Task created

01.12.2020 22:50

hmm, I expected the images to show inline in the description, so for clarity, it should have been like this:

Hi,

I'm using this Build config

<image-0.png>

but I'm getting strategies, that don't exit on Fridays

<image-2.png>

Thanks

02.12.2020 08:31

Status changed from New to Refused

Hi Bracek,

this is most probably caused by gaps in history data.

Please check if there was a candle at 2017.10.20 21:55 or later that day.

If so, please let me know and we will take a deeper look.

Best regards,

Tomas

02.12.2020 10:05

Yes, you're right, the last candle that day is 20:45.

But that's true for more than a half of the trades that happen on Friday (46 out of 71).

Is it a problem only of the backtest and it wouldn't happen in real time?

Thanks

02.12.2020 10:26

It would probably happen in real trading too.

You can try to set the Exit At End Of Friday trading option to some lower time to get a bigger probability the trade will be closed before weekend.

Votes: 0