Indicator calculation on cash market hours ONLY

BobFlynn · 2020-04-30T15:34:31+00:00

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,

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04/30/2020 at 4:34 PM #129080 quote

BobFlynn
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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,

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

robertogozzi
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Legend

Check if this can be of help https://www.prorealcode.com/prorealtime-indicators/time-range-moving-averages-simple-exponential-weighted-trsma-trema-trwma/.
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Indicator calculation on cash market hours ONLY

ProOrder: Automated Strategies & Backtesting

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has 2 voices, and was last updated by robertogozzi
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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/30/2020
Status:	Active
Attachments:	No files