In essence, my strategy opens a position in a range to be determined in between 3:30-4:00 PM local time, (that would be 9:30-10:00 Eastern time) and stops trading about 3 hours later.
My question is, when I playback the instrument and run the backtest in my local server with local timezone, does it take the EU or the US time for the backtesting?? I know it should be obvious that is uses the local timezone, but then why would the last day finishes at 5pm when in my local timezone it should be 10pm?
thanks

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