I wanted to test how my strategy would have done on a specific day last week (March 18th). The strategy was 100% profitable for a given stock last week. To my surprise when I selected March 18th - March 18th, with the same settings as the longer run, It lost the only trade that day???
I looked at the charts and found this.
The chart type is Heiken Ashi (Im not sure if that could impact it).
Any time I run it for a single day there are almost no trades, or they are much more likely to lose. If I run it over any period of days it performs as expected. My code does not look back at previous bars. I set the barsRequiredToTrade to 0. I am using VMA, but not sure if that would cause this bug.
It performs pretty poorly when run on a specific day. I am wondering if it will behave this way or as expected when I run this live. Has anyone seen this bug?
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