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Asking System Tester to test certain time periods
Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 8/24/2006(UTC) Posts: 7 Location: Ohio
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Trying to get System Tester to test only certain time of day like on the e-minis /forex that trades 24 hours the system is giving me false Results back testing a system that takes a trade 4 in the the morning is not realistic for me anyway ...lol
I like to load 60 days of data and test data that's from 7:30am to
2:40 pm using a 30 min chart
is this possible ? or am I asking to much ????
Thanks
Kevin
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 7/25/2005(UTC) Posts: 1,042
Was thanked: 57 time(s) in 54 post(s)
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Hi Kevin
A "date flter" is probably my most used indicator for system testing. It allows me the flexibility to set start and end test dates that are not specifically tied to the amount or dates of data actually loaded.
What I suggest you do is add a simple "time filter" indicator to your system entry and exit rules along the lines of the code below. The default Input() values for the indicator should be set as required so that the Fml()function can be used to filter entry signals and if necessary force exit signals.
{Time Filter}
{Roy Larsen, 10/7/2011}
Sh:=Input("Time Filter, Start Hour",0,23,7);
Sm:=Input("Start Minute",0,59,30);
Eh:=Input("End Hour" ,0,23,14);
Em:=Input("End Minute" ,0,59,30);
Start:=Minute()>=Sm AND Hour()=Sh OR Hour()>Sh;
End:=Em>Minute() AND Hour()=Eh OR Eh>Hour();
Start AND End OR Start*Alert(Start=0,2);
On the other hand you could probably dispense with the filter as an indicator and insert the code directly into your system's entries and exits.
Start:=Minute()>=30 AND Hour()=7 OR Hour()>7;
End:=30>Minute() AND Hour()=14 OR 14>Hour();
Filter:=Start AND End;
Filter;
The "OR Start*Alert(Start=0,2)" component of the indicator's output line forces a TRUE spike at the beginning of the Start variable going TRUE if the Start signal is inadvertently set to occur later than the End signal. Hope this helps.
Roy
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 8/24/2006(UTC) Posts: 7 Location: Ohio
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Hi Roy,
Thank you!
that worked great only trouble I had was where to insert it in the system it worked when I placed it at the bottom of the system
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Asking System Tester to test certain time periods
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