Hello everyone,

my algorithm is always submitting orders on the last day of the backtest after market close. These are not filled so it doesn't make a difference but is taking the space of the actual trades. I've got a similar problem with the logs where I get some at the beginning of the backtest at 09:30:01 from a function that should only run every 301 seconds. How do I fix this?

Kind regards,

Christian Lauer