[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: SetExitOnClose doesn't work on short sessions



PureBytes Links

Trading Reference Links

Abhijit,


I'm no wiz at it but I would add a statement that if the date is equal
 to X and if time>=Y exitlong/exitshort;  Shame to add so much code for
 such a simple thing.


Best regards,
  Jimmy Snowden
mailto:jhsnowden@xxxxxxx


Monday, December 1, 2003, 10:18:38 AM, you wrote:

AD> How to make SetExitOnClose work on short sessions while backtesting? I know
AD> which days are short and manually take off the position before market close,
AD> but during backtesting, the exits on short sessions are obviously wrong.

AD> TIA




Outgoing mail scanned by Norton