I have an issue that I don't know how to solve.
I have a strategy running on regular trading hours and I want to set a safety stop out of regular hours. So far this is not a problem.
The problem is that I have several indicators and calculating indicators out of regular time distorts them because of low volume and high volatility. If I do this I have silly buy-sell signals at the beginnning of the regular session. I would like to find a solution for the indicators to be calculated only based on bars executed during regular time but on a chart displaying data all time.
I think this is not possible but a possible solution is to create 2 strategies, one on regular hours and the other out of regular hours. The trouble is that, in order to set an ExitLongStopLimit() on the out of regular hours strategy I need to have an open position. If I already have a position on the main strategy I cannot launch it again. Is there a way to set a kind of virtual position at real time without creating a real position on the market only to be able to set a ExitLongStopLimit?
Another solution is to automatically start the second strategy so I can set a position on an historical bar and then I can launch an ExitLongStopLimit. Auto-starting a strategy is not featured on NT, I think.
Another option, if possible, is to calculate indicators only based on regular time bars avoiding out of regular hours bars. (I think it's not possible but asking is free)
What can I do?
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