What difference does checking and unchecking this setting make especially when using VWAP which is intraday indicator only?
My strategy which goes long above vwap and short below actually backetests better with it unchecked.
My strategy which goes long above vwap and short below actually backetests better with it unchecked.
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You getting Pre/Post market data with the Filter unchecked. .. the Filter "filters out" pre/post market data.
fwiw, Market orders are not allowed by brokers for Pre/Post trading.
fwiw, Market orders are not allowed by brokers for Pre/Post trading.
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