Is there a way to identify a time on a particular date, and not trade x minutes either side of that time on that date?
For example, the input is 1120410 (April 10, 2012) and 900 (9:00am) and we do not want to trade 30 minutes before or 60 minutes after.
Data is 1 minute bars.
Many thanks in advance.
Exclude trading times
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Roman MultiCharts
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Re: Exclude trading times
Hello yonobarn,
Here's the samle code that you can use in your strategy
Here's the samle code that you can use in your strategy
Code: Select all
inputs:
Date_To_Trade(1120411),Start_Time(900);
variables: Trading_Time(True);
If date = Date_To_Trade then
begin
If Time > Start_Time-70 and Time < Start_Time then Trading_Time = false;
If Time > Start_Time and Time < Start_Time+60 then Trading_Time = false;
If time > Start_Time+60 then Trading_Time = true;
If Trading_Time = True then
begin
//your strategy script
end;
end;