I'm new to this certainly may be my ignorance speaking, but why is this algo trading on Sundays?
It's a "buy late Friday sell Monday" routine using two schedule_function calls.
If I use "date_rule=date_rules.week_end(0)" most trades apparently happen on Sunday, but if I offset it to 2, for instance, it "correctly" trades on Wednesday.
Thoughts?
Hi Ken,
What happens in daily mode is that your orders get executed at 00:00:00 UTC time on Monday which actually means, after adjusting for your locale, that it's going to show up as Sunday on your backtesting results page. If you were to switch that algorithm to minutely mode, which you can since you correctly have schedule_function already setup, the problem would disappear :). Give that a shot and let me know how it goes
Seong
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