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Strategy Builder Only During Certain Times Of The Day EST (& live strategy times).

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    Strategy Builder Only During Certain Times Of The Day EST (& live strategy times).

    Hi,

    How can we run and test strategy backtest with Strategy Builder strategies to only run during certain times of the day EST? For example only Mon-Friday from 9 am est to 11 am est and then exit all until like 2:30 pm est to 4 pm est.

    Also, how can we run a date range backtest and only having it run during those times too?

    Greg

    #2
    Hello birdog,

    The easiest way to do that is using time conditions. To make a window of time you would need two conditions in a set checking if the time is greater or equal to the start time and less than the end time. You can find an example of setting up a time condition in the builder here:



    The same concept would apply for an exit, in another set you need to check a range of time and your exit conditions.

    That would also work during a backtest because each bar is processed in order and the timestamp of the bar is available.

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