I want to trade the NQ during the American session via a NinjaScript strategy. I'm based in Spain.
At the moment, during the backtesting phase, I see these two approaches to follow:
- Set the Trading Hours template to Default 24x7 and then code an operative window within the strategy (in my case would be between 153000 and 230000 since I'm in Spain).\
- Set the Trading Hours template to CME US Index Futures RTH without a filter in the strategy.
The drawback that I see with the second approach is that any indicator depending on price for its internal calculations, would receive incomplete data as input if the template selected is CME US Index Futures RTH.
Thanks in advance,
Damian.
Comment