Indicator calculation on cash market hours ONLY

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    BobFlynn
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    Senior

    Hello fellow coders,

    I’m currently struggling in one of my development. I looked on the forums but didn’t find any related topics, so I’m creating one here. My problematic : I’m developing a day trading system. This system uses indicators like a moving average, so based on an array of data. I’m using IG CFDs as data, and I’ll run the code on these instruments, they run 24/24.

    I would like the indicators to be calculated only on active market hours, from 15:30 to 22:00 for SP500 for example. I tried to look for a way to excluded “night session” data from the array, but couldn’t find an efficient way to do it.

    Any suggestion will be greatly appreciated!

    Thanks if advance,

    #129094 quote
    robertogozzi
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Indicator calculation on cash market hours ONLY


ProOrder: Automated Strategies & Backtesting

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BobFlynn @bobflynn Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
5 years, 10 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/30/2020
Status: Active
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