Hi,
I originally created a RTH strategy (Corn and Wheat). However due to me not paying full attention i programmed in a dynamic stop loss at say X value (ATR).
Now in RTH it never hit this value but in ETH it did so i was stopped out as it was pre-posted to the broker in RTH time.
As im looking at the market profile of ETH versus RTH i do notice the market has maybe 50 contracts in ETH as opposed to RTH when it has 10000+'s .
Obviously i need to change my strategy as my backtest has been all RTH and not ETH, however im thinking of setting a hard stop (which i do do at present on initial entry), but i also use a dynamic stop which in this case was desynced from my strategy (Ninja + IB).
As i originally created the strategy based on RTH data it seems the strategy works better on RTH instead of ETH. (Maybe in future when i have time ill update to add an ETH one).
So in effect i will use hard stop far away (and then look at the price bar's dynamically in RTH to see if the price breaches the RTH to issue a close position.
What are peoples thoughts on RTH versus ETH, i understand some pre movement could come from ETH but from me looking at the charts the major movements are RTH.
What should i be wary off