Hello!
Let's say I'm backtesting futures, and the session ends every day at 16:00 and it starts again at 17:00. What if I want to close a trade at session close?
I can't do like if self.data.df.index.time == "16:00": self.position.close() otherwise the closing order will be executed at next bar, that would be the first bar of the new session.
I know I could close at one bar prior to the close, but I specifically need to close the trade at closing price of 16:00 bar for reproducibility reasons with another platform.
Also I'm aware of trade_on_close, but I still need trades to be opened at next bar open.
Any idea? Thanks
Hello!
Let's say I'm backtesting futures, and the session ends every day at 16:00 and it starts again at 17:00. What if I want to close a trade at session close?
I can't do like
if self.data.df.index.time == "16:00": self.position.close()otherwise the closing order will be executed at next bar, that would be the first bar of the new session.I know I could close at one bar prior to the close, but I specifically need to close the trade at closing price of
16:00bar for reproducibility reasons with another platform.Also I'm aware of
trade_on_close, but I still need trades to be opened at next bar open.Any idea? Thanks