I have a problem with Backtesting. For example, if I want to start a position at the end of trading day 18:50 CDT and hold it to the next day, the backtest fails. I have tried to test from 2012-2014 and it shows me only 46 trades (from 550)! There aren't any parameters, only opening time and profit target. So it must open every day at the same time. If I choose 19:10 CDT or higher, it works well and 550 Trades are done. The option "Exit on close" is false.
Thank you for helping me and greetings from Poland :-)
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