This is very embarassing to ask, but it's so simple in 4.5 & I am pulling my hair out with 5.6. I've tried a dozen different 5.6 approaches but cannot get the syntax right.
Here's the importance of it, as well as the 4.5 code.
"Tsunami Days"(days when dip models generate oodles of trades) generally require different Entry / Exit rules than "Quiet Days" when only a very few trades present.
So I prefer to use alternate Entry/Exit rules for each.
For historical study purposes in 4.5, it's very easy:.... code for a few of the dates I have identified are below:
Am sure is just as easy to code in 5.6, but I have yet to figure out the syntax req'd to find an equivalant.
Here is an example of three known Tsunami days in 4.5: Altogether, I count 80ish TSU days since 2/25/07. Would gladly provide entire list in this thread upon request. Just saving space at the moment, to get 5.6 solution to my 4.5 approach.
Code below isolates a few Tsunami dates..... which can then be easily converted into "if not" in order to examine performance on 'non-TSU' dates. After that, you make your own determination, whether or not to vary Entry/Exit rules.
CODE:
Please log in to see this code.
Thanx in advance,
Ted!