Whilst testing HourOfDay() by issuing orders at a given time of day, it appears the below BB strategy works well independently. It also does in a metastrategy - (only) if the HourOfDay() is double digit; it doesn't however if it is single digit (for example 9). The strategy returns 0 in every metric - as if it had not processed any data
Rename
9:05 would mean pre market if it’s a US stock. Could this explain why it’s not generating results?
Yes I just verified, MetaStrategies currently do not support backtesting pre/post market data. I'll add this to the enhancements list so we can get it done in an upcoming build.
Build 60 will have this capability for MetaStrategies, just uncheck the Filter Pre/Post check box in the main Strategy Settings tab.
Super - thanks Glitch
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