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Re: what time is it??


  • To: Phil Lane <logical@xxxxxxxxxxxxx>
  • Subject: Re: what time is it??
  • From: "Allan L. Kaminsky" <allank@xxxxxxxxxxxxxxxx>
  • Date: Tue, 13 Jan 1998 18:38:00 -0800 (PST)
  • In-reply-to: <3.0.5.32.19980113164226.0079c5f0@xxxxxxxxxxxxx>

PureBytes Links

Trading Reference Links

I had a very similar question some months ago that was answered on this
list. The obvious answer is

Time

It's just not documented except in the reserved words list. Time is what
you're looking for; it's the bar time. Stranger than fiction.

Allan
__________________________________

Phil Lane wrote:
> 
> Greetings,
> I've been trying to find a way in an EL system to restrict an entry to the
> first hour or two of the trading day.
> 
> For example if there was a function called "TradeTime" I'd use it like
> this: If TradeTime>930 and TradeTime<1030 then blah blah etc...
> 
> Evidently the CurrentTime function gives me the time right now, today.
> Doesn't seem to apply to backtesting. Or else I'm completely missing
> something. This happens sometimes!
> Any enlightenment would be greatly appreciated!
> Thanks