Indicator calculation on cash market hours ONLY

• 04/30/2020 at 4:34 PM #129080
  BobFlynn

  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,

   

  

  BobFlynn

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  04/30/2020 at 5:22 PM #129094
  robertogozzi

  Check if this can be of help https://www.prorealcode.com/prorealtime-indicators/time-range-moving-averages-simple-exponential-weighted-trsma-trema-trwma/.

   

  

  robertogozzi

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