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Trading Options “Violated”

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Spyridon Vasileiou

Subscriber, bbp_participant, customer, community, 5 replies.

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2 weeks ago #280920

Dear customer support,

I am a relatively new member/subscriber (since 23/12/22) to the StrategyQuant software.

I have run a back test using @ES 5min data since 2009. Have selected the MultiCharts as my Trading Engine. I have set as trading option to Limit the Time range from 9:30 am to 15:45 pm. So effectively, I want the strategy to trade ONLY in the day time frame (US Regular Trading Hours). Also I have set as max 3 trades per day. To my surprise (and has happened in other back tests using other time frames) many of the trades DO NOT close at the end of session (see attached one page snapshot from the list of trades page) but are carried and close at an exact time the DAY AFTER (at 8:35 am). Why is that? Also attached please find the config file, the Build & Trading options settings and the Data tab.

What is wrong in my settings? What do I need to change so that I get trades within the 9:30 to 15:45 time frame? The results, since risk is carried overnight, are very misleading. I wanted a pure day-trading strategy back test in this configuration.

Please, let me know so that I run a proper and correct strategy back test.

Best wishes and thank you in advance,

Spyridon Vasileiou

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tomas262

Administrator, sq-ultimate, 1 replies.

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2 weeks ago #280931

Hi,

seems you want to exit at or after 15.45? if so please enable the option below time settings “Exit at end of range”

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Spyridon Vasileiou

Subscriber, bbp_participant, customer, community, 5 replies.

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1 week ago #280951

Thanks Tomas. I will try that and see how it works/goes.

Have a great weekend,

Spyridon

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