When we do a backtest of ES for strategy, when is the exact date of rollover collection start? Is it on the day of expiration date or a day after?
Another question. I have strategy to exit out 30 second before the market close. I am a little concerned about potential internet down or power outage but would like to keep 30 seconds as exit time. What can I do to make sure I am out of the position before market close when power goes out?
Thank you for your time.
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