Issues with brokerage hours.
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Hello friends, as you can see in the image the broker informs that the trading hours are from 01:05 until 23:55, but in practice in backtests this does not work well for most of them, because if we return a period longer than let's say 3 years some of them start to change these times to 00:00 until 21:00 or even to 02:00 or 03:00 so when I configure my filter to have fixed times the nightmares happen, for example when finalizing negotiations at end of the day, if I set it to end at 23:55 and it's a day where trading ended at 20:00, this harms the results of the strategies.
I would like to know how you deal with this time filter issue. Can you please explain this so I know if I can use some ideas? My main idea is to identify a common time pattern that occurs over a long period of time for both opening trades and closing trades.
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That is because daylight saving time , i guess
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This to me is something you cannot change or adjust for, I think this is one of the reasons that people switch on to a slow forward test on a demo account., once backtest has proven to be worthwhile.
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@jstap The problem I face is that I want to find a market closing time that always happens every day and this is proving difficult, I need to close orders and stop some rules always before the market closes and this is complex to do if During my backtests I see that I set my orders to close at 8:00 pm but for some reason the broker closed the market at 7:50 pm. every time this happens the ea is lost because if the market is not open the order closing or variable reset commands are not executed.
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Is a slow way but only test on times when you know the hours, in the EA set rules to work on the the times you know