Strategy AddOrder during specific times


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Hi Pete,

Thanks for your responses for all the questions.

I am looking to have the AddOrder during the first hour and also the last hour of the regular market hours.

In other words, I would like to backtest my strategy during certain periods of the market only.

For either a Buy or Sell, the position should be closed on or before the regular market closing time.

Can these conditions be included in some way in the AddOrder logic?

Thanks

Stock.

 

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Posted by (Questions: 6, Answers: 3)
Asked on October 11, 2020 10:43 am
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Private answer

This has already been posted in the forum:

https://www.hahn-tech.com/ans/limiting-backtesting-strategy-results-to-specific-times-of-the-day/

The solution requires you modify your code using a solution I provided for a scan. But the logic is exactly the same whether you apply it to a scan or a strategy.

There is no way to do this through user settings. Your code must be modified.

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Posted by (Questions: 37, Answers: 3932)
Answered on October 11, 2020 11:21 am
Thanks Pete, I will go through the provided solution.
( at October 11, 2020 11:39 am)