Time delayed trades

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paulc
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Time delayed trades

Postby paulc » 27 Apr 2013

Does anyone use a strategy which stops trades being placed within a certain time of each other where the time is not related to the bar interval being used for the signal?

eg i use 1 hour bars for my signal but want to avoid trades being placed within 5 minutes of each other.


Thanks.

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TJ
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Re: Time delayed trades

Postby TJ » 27 Apr 2013

Does anyone use a strategy which stops trades being placed within a certain time of each other where the time is not related to the bar interval being used for the signal?

eg i use 1 hour bars for my signal but want to avoid trades being placed within 5 minutes of each other.


Thanks.
you can do that with a multi-dataseries set up:

use a 5 min chart as data1, and trade off this dataseries.
Add an 1 hour dataseries as data2, and use this for your logic.

See post #4
Multi-data strategy
viewtopic.php?f=16&t=6929


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