question re time syntax

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  • 04/13/2020 at 9:58 PM #125997 quote
    nonetheless
    Participant
    Master

    To specify an algo’s active time I have normally used

    time >= 080000 and time <210000

    Then I got it in my head that i could save a lot of zeros by using this instead:

    hour >= 8 and hour <21

    The two seemed to be interchangeable, until just now when I found an algo that returns completely different results for time as opposed to hour.

    Do they mean different things then? Couldn’t find an answer in the manual.

    04/13/2020 at 10:00 PM #126000 quote
    robertogozzi
    Moderator
    Master

    000030 is greater than 21, but not than 210000!

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    04/13/2020 at 10:19 PM #126002 quote
    Vonasi
    Moderator
    Master

    As Roberto points out – it depends on the time frame that you run your strategy on. On a 1 hour based strategy there is only a candle every hour so  TIME = 080000 is the same as HOUR = 8 but on a 1 minute time frame there are 59 candles in between where HOUR = 8 but TIME does not equal 080000.

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    04/13/2020 at 10:37 PM #126003 quote
    nonetheless
    Participant
    Master

    OK, got it. Hour =8 includes everything in the 8th hour up to the last candle before 9.

    Second question: the main reason I changed was not of course to save zeros, but because it made it easier to optimize on the half hour. How would I check a range of times eg 170000 to 230000 by half hour? Steps of 3000 won’t work.

    04/13/2020 at 10:46 PM #126004 quote
    nonetheless
    Participant
    Master

    What I had been doing is running it twice, first on the hour 170000 to 230000, then on the half hour 173000 to 233000 — both by steps of 10000.

    Is there a better way?

    04/13/2020 at 11:27 PM #126006 quote
    robertogozzi
    Moderator
    Master

    I use 10000 steps (1 hour), so you can use 3000 (30 minutes), provided your TF ends on a 30-minute boundary, that is it must not have to be greater than 30 minutes.

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    04/14/2020 at 7:17 AM #126020 quote
    Vonasi
    Moderator
    Master
    robertogozzi wrote:

    I use 10000 steps (1 hour), so you can use 3000 (30 minutes)

    But that would give you times such as:

    170000

    173000

    176000 (not a valid time)

    179000 (not a valid time)

    182000

    You will have an awful lot of tests with no results to run through.

    Perhaps optimising with two variables would be better and more efficient. MyHour 0 to 23 in steps of 1 and MyMinute 0 to 1 step 1 and then add the following to the start of your strategy:

    extra = 0
if myminutes = 1 then
extra = 3000
endif

mytime = (myhour * 10000) + extra
    04/14/2020 at 8:21 AM #126025 quote
    Nicolas
    Keymaster
    Master

    80000 is obviously not the same number as 8! 😉

    04/14/2020 at 9:07 AM #126037 quote
    nonetheless
    Participant
    Master
    Nicolas wrote:

    80000 is obviously not the same number as 8

    Yes, my bank manager has been patiently trying to explain that to me.

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    04/14/2020 at 9:10 AM #126038 quote
    nonetheless
    Participant
    Master
    Vonasi wrote:

    Perhaps optimising with two variables would be better and more efficient. MyHour 0 to 23 in steps of 1 and MyMinute 0 to 1 step 1 and then add the following to the start of your strategy:

    Very clever! I’ll try that, thanks.

    04/14/2020 at 11:09 AM #126059 quote
    GraHal
    Participant
    Master

    Vonasi code above added as Log 205 here …

    Snippet Link Library

    Vonasi thanked this post
    04/14/2020 at 4:46 PM #126129 quote
    MAKSIDE
    Participant
    Veteran
    GraHal wrote:

    Vonasi code above added as Log 205 here …

    Snippet Link Library

    It’s a treasure ! thx Grahal for the link

    GraHal thanked this post
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question re time syntax


ProOrder: Automated Strategies & Backtesting

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This topic contains 11 replies,
has 6 voices, and was last updated by MAKSIDE
5 years, 10 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/13/2020
Status: Active
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