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stop re-entry on same day

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    stop re-entry on same day

    Backtesting a strategy on ES. If I'm wanting to trigger a trade at max once a day how do I stop it from re-entering on the same day? Sometimes it exits before the close and then re-enters right away.

    Have an entry condition to only enter between 12am to 9am. So I tried using BarsSinceExit > 9 on hour bars for worst case where it exits at say 12:01am, it won't allow another entry given that no trades are allowed after 9am, but it's giving me a lot less trades over the backtest period which doesn't make any sense to me?

    #2
    Nevermind, resolved, found this post with the sample code DemoOneTradePerDay.zip

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