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
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