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Backtesting different segments of day

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    Backtesting different segments of day

    Hello

    I am backtesting various ideas over three different segments of the
    day. 0800-1000 1000-1300 and 1300 to 1500.

    My question is how the backtest is supposed to handle the open
    positions at a close time. Should it exit automatically, or should
    it exit at the exit parameters.

    It appears that it is just carrying over into next session.

    Any advice is appreciated.

    Thanks

    Lynn

    #2
    Please see here: http://www.ninjatrader-support.com/H...itOnClose.html

    Comment


      #3
      Different Segments

      I am using the wizard for this strategy.

      Is this applicable to wizard trading?

      Lynn

      Comment


        #4
        Exit On Close is a property which you could set at backtest/run time via the properties dialog of the strategy

        Comment


          #5
          Different Segments

          That does not appear to be working,

          I will send samples to you,

          Thanks

          Lynn

          Comment

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