Mini S & P trading hours

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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Chris67
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Mini S & P trading hours

Post by Chris67 »

c.f. / Dan ,

Because the mini s & p is traded on globex day and globex night , when backtesting would veritrader 1.5 have stopped out or entered positions 24 hours or simply the globex day session ?

Thanks in advance for help
Chris
Forum Mgmnt
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Post by Forum Mgmnt »

Chris,

It depends on the data you give it. Some vendors offer both 24 hour and day session data separately.

I tend to test using just the day session data since the market is much more liquid while the stock market is actually trading. The same is true of the currencies which tend to be liquid while the day session is open and while the markets are open in the currency's country.

- Forum Mgmnt
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