Backtest works fine on daily data but stops always get breached overnight

Discussion in 'Trading' started by nxt7, Jun 16, 2017.

  1. nxt7

    nxt7

    The highs and lows are completely different overnight to what is recorded during official trading hours. No wonder my stops always get breached overnight because I don't have access to this data and no vendor seems to do 24 hours unless you have $$$$.

    This is completely fucked up.
     
  2. just21

    just21

    What market?