[Build 135] Session Time & Gaps

For non-Forex, please enable Session Times such that gap detection & filtering can be used.  Right now, session time is only for when trades can be placed.  Indicators and daily high/low/open/close are not calculated on the session time.  For example.  SPX has gaps all the time between closed[1] and opend[0], but in @ES you won't find very many.  Enabling proper session time for @ES would allow gap detection to more closely reflect what SPX is doing on market open/close.
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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

BT
#1

EndUser

02.07.2022 18:24

Task created

E
#2

Emmanuel

06.08.2022 15:37
Voted for this task.
KM
#3

Korni

12.09.2022 12:14

Hello,


Backtesting engine is using data adjusted for session time for all calculations. Indicators and daily high/low/open/close prices are calculated based on the session time

KM
#4

Korni

12.09.2022 12:15

Status changed from New to Refused


Votes: +1

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