Graphs, Oscillators, Indicator and Signal calculations are skewed

I just recently noticed that ProQuant seems to calculate charts, indicator values, and signal values based on extended hours, in which case if you are using the charts from somewhere like Trading212, what you see on the chart is not necessarily a 1:1 representation of what ProQuant is working with. This makes it almost impossible to precisely visualize the data and values that ProQuant is working with.

Secondly, signals are triggered in and out of trading hours. By backtesting a strategy, ProQuant will “exit a position” outside of trading hours, but in reality, this will not be possible. This is a big problem because it invalidates the credibility of the entire backtest if positions are being “entered” and “exited” while the market is closed. I have attached a screenshot that shows a backtest where a position was opened and closed during a time the market was closed.

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Footnote: I understand you could easily set a variable which prohibits positions to be opened and closed when the market is closed, but the point here is to just show that signals are being emitted outside of trading hours which invalidates the entire backtest.

Apple on Trading 212 opens at 9am and closes at 00:59 am, UK time?

Am I missing something here?

We pull the market hours directly from Trading 212.

What time zone is your screenshot in?