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About the Periods tab

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    About the Periods tab

    Hello,

    I am backtesting a strategy and I find like many others that it works better during certain hours of the day.
    The problem i am having is that if I limit the hours to those i find more profitable, not only the ones near the limits of the beginning and end of this period,but all of the rest of the hours change to totally different values of profit and losses to the point where it has nothing to do with the previos backtest.
    So for example i see from 16:00 to 22:00 those are by far the best hours to trade for my strategy, backtesting with no time restrictions in template or strategy.
    Then I limit the hours so that the strategy runs from an hour before the best hours begin to the end of the session.
    What happens is that the profits it showed in the beginning at 18:00 or 20:00 have nothing to do with the new ones with the time restriction.
    What is the explanation for this?

    Thank you

    #2
    Hello 101239,

    Thank you for your post.

    This will be based on what conditions the strategy uses for entry and exit. Does limiting the view of the data change how and when these conditions would return true to enter and exit?

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      #3
      ok, all works as it should. I apologise I was not understanding the times under the period column inside the periods tab. I was seeing the hours and I didn't recognise wether it was for the beginning or the end of each period and the 10pm for the eurex futures appears because of the exit on close although that is before 10pm.

      Thank you.

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