I am backtesting a strategy on the instrument YM with the default session template. My provider is Zen-Fire, our office is located in Germany.
For the time frame parameters, I select From="01.01.2012" and To="17.09.2012". However, the last trade is an entry at "18.09.2012 08:22" with an ExitOnClose at "18.09.2012 15:45" <-- This is the system time when backtesting, i.e. there is no more price data.
Why does the backtest trade outside the time frame?
Thanks for your help,
Johannes Neubarth
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