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How can I restrict trading in backtesting to a certain number of bars?
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I tried specifying negative index to the closing data at the opening trade condition, where the given negative number is the amount of bars i would want to skip over(for eg: -1000 > 0 because at beginning below the first 1000 bars we dont have data, but afterwards it okay). But this has no effect at all, trades still happen. Are there any ways to solve this?