For my Algo development, I need to do just several 24 hrs forex backtesting, understanding that each one of them should be done from 17:15 till 17:00 next day. This schedule is the natural flow of forex 24 hrs trading day. To do so I´ve set correctly this session, matching with my local pc time and US Eastern time.
Despite all correct set, when I do this daily backtesting, it ALWAYS includes trades outside of that day I´m evaluating of, why? and what should I do to get a proper backtesting within the day I'm interested in?
Thanks for your attention
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