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When I don't enable ExtendedMarketHours, strategy trade 18 times, which consistent with the real case.
But when I enable ExtendedMarketHours, the Intraday trading become inconsistent with the real case.
I couldn't figure out what's the problem,could anyone help me?
Thanks a lot~~
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Derek Melchin
Hi Feng,
The algorithm above places different trades during regular market hours (RMH) after we subscribe to extended market hours (EMH) because subscribing to EMH causes the SimpleMovingAverage indicators to be filled with data from both RMH and EMH.
See the attached backtest logs for reference.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Feng Li
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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