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> >I would have a quick question if I would like to optimize the time of
> >entry for an intraday system how can I do so? Let' s say I have a 5min
> >chart how can I tell the system to buy/sell if the time is X and optimize
> >X?
>
>
> Try something like this:
>
> ------
>
> Input: BTime(0940), STime(1530);
> if Time = BTime then Buy next bar at market;
> if Time = STime then Sell next bar at market;
The TS optimization functions don't work every well using time as an
input because there are 60 minutes in an hour. Instead of testing 0950,
0955, 1000, 1005, it will test 0950, 0955, 0960, 0965... invalid times.
Try the calctime function:
Input: add_mins(10);
Var: BTime(0);
BTime = calctime(sess1starttime,add_mins);
For the SP, with the default input, BTime = 0930 + 10 = 0940. Then
optimize for add_mins.
--
Dennis
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