Hello everyone.
I wrote algorythm that buys 15minutes after the market is opened and sells 15 minutes before the market is closed. Despite the fact, that the algo sells for more money than buys it generates negative daily return. For example it buys for 1005 and sells for 1010, and generates -5$ daily return. How is daily return calculated and why it is not positive in this case. Thanks for help.
About daily returns.
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