I am only trading RTH and all trades/orders are executed during that time. I could easily have my orders (stop or limit) execute outside of RTH but then my backtest would deviate from my live trading which I am want to avoid.
Long 2 ES contracts at 2910.75 for 1 hour bar strategy Limit order at 2959 Trailing Stop order at 2890.25 Exit after 30 bars Long 2 YM contracts at 26229 for 1 hour bar strategy Limit order at 26631 Trailing Stop order at 26057 Exit after 30 bars
Long 1 NQ Contract at 7742.50 for 15 minute bar strategy Stop order at 7657.75 Limit order at 7809.25 Exit after 130 bars
Do you have a way to monitor your strategy to know if live trading matches back tests? For example, most consecutive wins / losses?
What's the impact of this not so fortunate weekend? I assume the open positions closed immediately when trading resumed? Yeah was kind of worried, glad you have risk in check. Weekends are nasty (especially with Trump tweeting).
Positions were exited at the market open. Account was down $10k from Friday's close but only lost about $3.3k on the two positions. Not my preferred turn of events but current draw down only at 4.5%.