Optimise Time – Flat Before / After

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

  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

  

  GraHal

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

  Hi

  Just wondering if the equity curve would show you this ?

  H

  

  Big Hug

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  05/26/2016 at 10:26 AM #8094
  Adolfo

  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

  1	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 !

   

   

  1 user thanked author for this post.

  grizzly

  

  Adolfo

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  05/29/2016 at 9:17 AM #8305
  GraHal

  Hi Adolfo

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

  Cheers

  GraHal

  

  GraHal

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

  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)

   

  

  Eric

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

  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

  

  GraHal

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