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Question #1,
I've been working on testing the ES on a one minute bar. However, I run into a problem backtesting multiple days when any of the overnight bars is blank, or the dreaded divisible by zero note pops up.
I've resorted to individually testing day by day from 8:07 AM to 3:07 PM (arbitrary numbers), but this leads to optimization issues.
I.E. the numbers are optimized individually day by day, rather than getting a close fit for two weeks at a time.
I've read where you can change the formula so the close or open no longer divides by 0, but some of the code within MS is locked so I can't add that in.
I've even added into the backtesting information my trading formula plus:
And
Hour>7
And
Hour<16
all to no avail. It still errors out during the calculation as it still does the overnight.
Any help/suggestions would be appreciated.
Thanks,
Big
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