Optimise Time – Flat Before / After

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  • 05/26/2016 at 9:36 AM #8087 quote
    GraHal
    Participant
    Master

    Hi

    Does anybody know if it is porssible to use Backtest to optimise a Flat Before / Flat After setting?

    Or any way this can be done to arrive at an optimum time settings?

    I have tried but not getting aywhere.

    Thanks

    GraHal

    05/26/2016 at 9:54 AM #8088 quote
    Big Hug
    Participant
    Average

    Hi

    Just wondering if the equity curve would show you this ?

    H

    05/26/2016 at 10:26 AM #8094 quote
    Adolfo
    Participant
    Senior

    Hi Grahal, I was at the same point a few days ago… also trying to optimize start and end time.

    I think will be a way to do it with “TIME” variable but I just can test some options with this i.e.:

    IF time>=x and time <y then

    In a 1h chart will be something like this:

    Variable x
    start = 080000
    end = 140000
    step = 010000

    Variable y
    start = 150000
    end = 210000
    step = 010000

    If you want to use lower timeframes we will need an expert answer…

    Have a nice day and better trading !

    grizzly thanked this post
    05/29/2016 at 9:17 AM #8305 quote
    GraHal
    Participant
    Master

    Hi Adolfo

    Thank you for this help … I’ll have a go with it and let you know how I get on.

    Cheers

    GraHal

    05/30/2016 at 6:36 PM #8405 quote
    Eric
    Participant
    Master

    Maybe use intradaybarindex to find the optimal bar to enter and exit?

    The problem with IG and 24 hours CFDs is that sometimes bars in 1,5 and 15 minute is missing during nights (out of hours)

    05/30/2016 at 6:57 PM #8408 quote
    GraHal
    Participant
    Master

    Hey Yeah Eric, great idea! I’ll try that also and let you know!!

    Adolfo’s idea did work also! I’m running a few ‘time optimised’ Strategies on Demo for a while now to see how they perform.

    Thanks guys

    GraHal

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Optimise Time – Flat Before / After


Platform Support: Charts, Data & Broker Setup

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GraHal @investment_account Participant
Summary

This topic contains 5 replies,
has 4 voices, and was last updated by GraHal
9 years, 8 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 05/26/2016
Status: Active
Attachments: No files
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