I am trading on a 2 hour time frame, however running back testing and live trading I've noticed that execution is not always at an even time (2pm, 4pm, 6pm,etc) or an odd time (5pm, 7pm, 9pm, etc) rather it is mixed. Given I am using a simple strategy, e.i moving average cross over, shouldn't execution occur at even or odd time, but not mixed? Is there any way of setting the time reset within the strategy, in order for the strategy to start counting bar series at a specific time of the day, e.i. 00.00 (mid night)?
Please advise if my query is not clear. Thanks, J
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