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                                                   Trading system/formula that only places entry orders in the morning?

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Jeremy
2017-01-02 15:44:42


Hi,

I'm trying to optimize a trading system and have found the the system works significantly better during certain hours of the day.

Does anyone know how one would program a formula that restricts or only allows entry orders in the AM only?


QuantShare
2017-01-03 04:57:09

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You can use the "hour" function.

Example:
rule1 = YOUR_RULE;
buy = hour() > 9 and hour() <= 12 and rule1;


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.