Rank: Newbie
Groups: Registered, Registered Users Joined: 2/24/2014(UTC) Posts: 3
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Hi,
It's my first time here and I searched but don't found. I have a system and would like to create a SystemTester that analyze the model in a specific period of the day on intraday chart. e. g. analyzing 9:00am to 2:00pm. Is this possible?
grateful.
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Rank: Advanced Member
Groups: Moderators, Registered, Registered Users, Subscribers Joined: 10/8/2010(UTC) Posts: 1,953
Thanks: 91 times Was thanked: 155 time(s) in 150 post(s)
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There are Hour() and Minute() functions that you can use as long as you have Intraday data.
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Rank: Newbie
Groups: Registered, Registered Users Joined: 2/24/2014(UTC) Posts: 3
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Thanks for the fast feedback. This is correct?
buy: cross(mov(c,9,e) , mov(c,21,s)); hour()<=14 and minute()=30
sell: cross(mov(c,21,s) , mov(c,9,e)); hour()<=14 and minute()=30
I am using this formula in 15min chart. Without the Hour() are made around 300 operations, with the Hour() over 1000 operations and operations that do not exist are made.
grateful
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Rank: Advanced Member
Groups: Moderators, Registered, Registered Users, Subscribers Joined: 10/8/2010(UTC) Posts: 1,953
Thanks: 91 times Was thanked: 155 time(s) in 150 post(s)
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fjometa wrote:Thanks for the fast feedback. This is correct?
buy: cross(mov(c,9,e) , mov(c,21,s)); hour()<=14 and minute()=30
sell: cross(mov(c,21,s) , mov(c,9,e)); hour()<=14 and minute()=30
I am using this formula in 15min chart. Without the Hour() are made around 300 operations, with the Hour() over 1000 operations and operations that do not exist are made.
grateful
You would want to include them as a single condition with boolean AND between the criteria instead of 2 distinct formula lines.
buy: cross(mov(c,9,e) , mov(c,21,s)) AND hour()<=14 and minute()=30;
sell: cross(mov(c,21,s) , mov(c,9,e)) AND hour()<=14 and minute()=30;
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Rank: Newbie
Groups: Registered, Registered Users Joined: 2/24/2014(UTC) Posts: 3
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I can also use as a condition.
if(hour()<=14 and minute()=30, cross(mov(c,9,e) , mov(c,21,s)),0)
thank you very much
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