A group of us have developed an automated trading system in Ninja. It only takes trader during the following times:
10 AM EST to 11:45 AM EST
and
13:30 PM EST and 15:30 PM EST.
Each of us runs it on a different time zone. What we have done is added parameters for each of these times, and we enter these parameters as they should be in each of our time zones. ie, for example, my friend in Las Vegas (his PC time is 3 hours behind EST), enters the following:
7:00 AM to 8:45 AM
and
10:30 AM to 12:30 PM
I myself am in London my PC time is 5 hrs ahead of EST. I enter the following times:
15:00 PM to 16:45 PM
and
18:30 PM to 20:30 PM
All this works perfectly when we're live, and we're perfectly synchronized, and take our trades together, and our systems stop taking trades at the same time.
the problem we're having is when back-testing using Strategy Analyzer. We're getting different results.
It looks like it's related to the time zones and the data. When we remove the time restrictions, and trade 24x7, our backtesting results match exactly.
Can you please advise on how we can get the time restrictions sorted so our back testing results match?
Thanks!
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