Overnight Long and session short, continuously reversing

Hello, I am testing a system that occasionally goes long overnight and then reverses to short on the open. The short is then covered on the close.

Occasionally I get another long signal on the same day the short is covered at the close, meaning that the position should be reversed again to long.

The backtester ignores the second buy signal. backtestRegularRaw doesn't fix the problem and I tried - without succes - write CBT code. Only got as far as receiving the dreaded message "Entry ignored as signal predates already processed event" message.

To make things simple: is there a way to test a system that is long overnight and then short during the session, continuously reversing from long to short and then short to long?

Thanks for any help!


Using intraday data this is is very easy to be done

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