I want to create a time property for my strategy such that I can optimize it based on start and end time. For example, if start time is 8:30 and end time is 12:00 noon, I would want my strategy to only take trades falling within that timeframe. What is the best way to write these properties so that I can use the optimizer to increment the time by 15 minute increments? Clearly, text won't work. What does?
Thanks ... Ed

Comment