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Change of date problem in Strategy

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    Change of date problem in Strategy

    Hi:
    I'm implementing a Multi Time Frame Strategy (to be able to backtest tick by tick and aviod intrabar OHLC problems).

    The problem I'm facing is I live in GMT+8, so ES trading hours go from 22:30 to 06:15 next day.

    Backtesting the strategy, everyday at 00:00 if there a live order, it closes it at price 0 (zero). I tried TimeInForce = Cbi.TimeInForce.Gtc but problem is still the same.

    What should I do?

    Thanks,
    pak

    #2
    pak, please run with TraceOrders = true and open the output window to see be able to better debug your order behavior.

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