The problem I am running into is that I am forced to use minute data to run backtests that enter trades into the close and I am limited to that amount of history ~7yrs for IQFeed. If I was able to simulate some way to enter on close I could use the daily history +10 yrs.
I was also thinking I could extend the Strategy object to include an EnterOnClose method. Is there anyway to do that?
Just as an FYI, I don't trade these daily systems, but I use them to determine biases for my other systems.
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