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Folks,
I have a swing strategy I am backtesting on a daily chart. Detects a signal at end of day and them places a limit order for the next day. Normally, it works just fine, but something strange happened when the signal appeared on 8/1. The code found the signal, and created a limit order to short the er2 at 688.5 on 8/2. The backtesting then shows us going short on 8/2 @ 688.5 - however, the market never traded 688.5 on 8/2 (and I am using a 24 hour time template).
Has anyone else ever seen this? It is with version 8.0.
Thanks in advance.
I have a swing strategy I am backtesting on a daily chart. Detects a signal at end of day and them places a limit order for the next day. Normally, it works just fine, but something strange happened when the signal appeared on 8/1. The code found the signal, and created a limit order to short the er2 at 688.5 on 8/2. The backtesting then shows us going short on 8/2 @ 688.5 - however, the market never traded 688.5 on 8/2 (and I am using a 24 hour time template).
Has anyone else ever seen this? It is with version 8.0.
Thanks in advance.
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