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Time as a Parameter.

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    Time as a Parameter.

    The sample strat 'SampleTimeFilter' shows how a strat may be constrained to trade at desirable times. I would like to make the Start and Finish times parameters of the strat. It would be easy to use int's (they appear in the sample) but this would not be very neat, especialy as leading zreos are suppressed. Does anyone know of a proper way to represent a time as a parameter?

    #2
    Hi Dave, one approach would specifiying a start time hour part and start time minute part for example. The most elegant way would be using DateTime inputs. If you would like to optimize the times though you would better off with Int's still.

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      #3
      Originally posted by DaveS View Post
      The sample strat 'SampleTimeFilter' shows how a strat may be constrained to trade at desirable times. I would like to make the Start and Finish times parameters of the strat. It would be easy to use int's (they appear in the sample) but this would not be very neat, especialy as leading zreos are suppressed. Does anyone know of a proper way to represent a time as a parameter?
      You would need to use TimeSpan variables if you want to specify Start and End times exactly. More usually, I would use a TimeSpan variable for the Start time, and a double for a duration, then use the duration to internally calculate the End time using DateTime variables. That is the cleanest way to determine the End time if the trading session will cross midnight.

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        #4
        Thanks for that koganam.
        It didn't occur to me to use TimeSpan to enter a Time. In fact I have used two TimeSpans, one for start and one for end of trading after combining the fields into two ints, it works fine. After a few minutes wading through .NET, I also found a way to enter a default time.
        All very neat really.

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