Dislikedhi there, IF you are trying to get an algo run sufficently on indices, i think itīs a good idea to use a time filter. it might help your algo to be only active when indices are driven by high volume. f.e. trade dax only when fdax on eurex is traded while xetra is open with good volume (f.e. 09:00 - 10:00 cet) maybe itīs a good idea to stay out of market when liquidity is low ( f.e. during 11:00 - 14:30 cet) never allow your algo to open orders on fdax when xetra is closed (index-arbitrage as a hint). never allow your algo to open new orders letīs...Ignored
Please continue to share your wisdom bro.
Staying in my lane...