Support Board
Date/Time: Mon, 25 Nov 2024 20:46:19 +0000
Post From: Renko Chart Bar Based Backtesting Flattening Issue
| [2024-02-18 10:18:55] |
| User431178 - Posts: 541 |
|
I don't care about a minute, if that would make a difference in my back testing, I think my strategy is over fitted. So far my close times are acceptable close to the intended time I've set. Yes, sorry, should've been clearer, that was aimed at gtaranti in reference to the use of renko bars. Many times where the Renko bar closes AFTER 22:00, (due to low volume or anything) the position is kept open beyond the EUREX Exchange close and ofcourse the trade backtest statistics are off. |