It looks like when I want to trade I need to manually make sure to only trade in the market hours as a test run did not work. It wanted to trade at midnight.

Now the issue is, that I only have daily data from Yahoo with a BarPeriod of 1440. So using a smaller BarPeriod when training and testing does not work.

I imagined I might be able to do something like the following code, but only when trading and still train only on the daily Yahoo data:

Code:
while (asset(loop(...)))
{	
	if (is(TRADEMODE))
	{
		FrameOffset = 15;
		AssetZone = ET;
	
		if (lhour(AssetZone) == FrameOffset) {
			TimeFrame = -AssetVar[0];
			AssetVar[0] = 0;
		} else {
			TimeFrame = 0;
			AssetVar[0]++;
		}
	}
	
	Trade();
}


This should make sure that trades always get executed at 15:00 local time when the market is open.

Now I am not sure if this approach will work, when I train with BarPeriod 1440 and then set BarPeriod to 60 together with the above approach.

Does anyone have experience with this and some advice? Can I do like that or do I really need hourly data for this to work?