Hi all,
I was wondering if there was a way to isolate the closing time of a given market as a variable?
I am looking for this as I keep having issues with time filters when trading indices as a daily timeframe trader, especilaly when daylight saving comes into affect and messes up my entrytime for my algos.
Another rwason I am lookin for this is because I use multiple brokers and particularly for indices, the trading times close hours apart, even for the same asset. For example, the UK closes at 12Am servertime on 8CAP, and 11PM On ICMarkets.
This has an impact on my results from backtesting and so if anyone has any solutions I would really appreciate it