Trading Time optimisation

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08/10/2021 at 8:16 PM #175048 quote

gfx
Participant

Average

Hi,

Has anyone already built a piece of code to optimise trading time ?

I currently use TIMEFROM = 080000 and TIMETO = 170000 to define my trading hours.

Is there anyway to back test with optimisation of trading hours to get the best time to trade?

Thks,

B.

gfx

08/10/2021 at 9:48 PM #175067 quote

robertogozzi
Moderator

Legend

Set optimization for each time from, say, 060000 to 100000 step 010000 (1 hour) or 003000 (half an hour) or 000100 (1 minute).

Always write 6 digits, don’t mind if leading 0s are later dropped.

thanked this post

08/10/2021 at 10:08 PM #175069 quote

gfx
Participant

Average

Thks !

12/30/2024 at 3:37 PM #241958 quote

Suffi
Participant

Junior

@ robertogozzi

it’s an old post, but here again the question of how to optimise times?
the suggestion from die doesn’t seem to work, as no leading zeros can be entered.

greet

Suffi

12/30/2024 at 4:45 PM #241959 quote

robertogozzi
Moderator

Legend

Don’t worry, leading 0s are always dropped, you enter 001000 (10 minutes), they are then converted into number 1000, It’s OK.
Of course if you set a 003000 minute step, from 080000 to 200000, it will optimize 080000, 083000, 086000, 089000, then 092000, etc… which is not correct!
Use always 010000 hour steps, or 000100 1-minute steps, but in this case many optimization steps will have to be ignored.
It can’t be accurate as maths with dates and times are not supported.

Suffi thanked this post

01/03/2025 at 5:53 PM #242121 quote

MaoRai54
Participant

Master

Hi & Happy New Year,

to optimise the trading hours in my systems I use this way:

if (condition) and (hour=>H1 and hour<=H2) then ………….

where H1 and H2 are the optimised trading hours.

You can also add the minutes in the same way (from 0 to 59)

robertogozzi thanked this post
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