Backtesting London Session

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  • #195802 quote
    mariamfi
    Participant
    New

    Hello

     

    In backtesting, can I specify that the trading will be only in london trading session.

     

    Regards

    #195810 quote
    GraHal
    Participant
    Master

    Yes, by having time limits / conditions for the London session in your code, for example

    cTime = Time >= 080000 AND Time <= 163000
    
    If cBuy AND cTime Then
    Buy at Market
    Endif

     

    (Mods – apols no Insert PRC Code button showing)  

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Backtesting London Session


ProOrder: Automated Strategies & Backtesting

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mariamfi @mariamfi Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by GraHal
3 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/22/2022
Status: Active
Attachments: No files
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