Question on the "Time series" in backtesting. I'm trying to understand exactly how the Backtest Time Series works... I'm trading a currency pair and have hard-coded "only enter position of before 2:00PM" See code below...
// Condition set 1
if (EMA(5)[0] >= PriorDayOHLC().PriorHigh[0] + 6 * TickSize
&& ToTime(Time[0]) < ToTime(14, 0, 0))
{
EnterLong(DefaultQuantity, "LONG");
}
My question is under "Time frame > Session Ends/Begins" in the Backtest window why do my results change when I change the "Session Ends and Session Begins" parameters?
If I've hard-coded my entry times (in Ninja Strategy), shouldn't the results remain the same regardless of "Backtest time settings"?
On both the Ninja strategy I have "ExitOnClose = false;" as well as "Exit on close" in Backtest window set to "False"
Thanks,
Steve D.
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