Hello,
I am using a simple moving average crossover strategy for regular market hours on 15 minute bars with exit on close of the day. I have noticed that there is problem with the backtested results if the crossover is on the last bar of the day at 4pm. In live simulation ..the next day at opening the entry signal is generated but in backtested results those signals are ingored.
Any reason for this?
I am using a simple moving average crossover strategy for regular market hours on 15 minute bars with exit on close of the day. I have noticed that there is problem with the backtested results if the crossover is on the last bar of the day at 4pm. In live simulation ..the next day at opening the entry signal is generated but in backtested results those signals are ingored.
Any reason for this?
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