Hi. I have a custom strategy that is coded. It is coded on daily bar with limit price entry. I, however, would prefer not to take any trades before certain time: say 10 AM. Is there code written somewhere by Cone, Eugene or someone else that I could import into my strategy code? Thanks.
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Of course you can not do this using Daily data (i.e. peek inside a daily bar), in the context of backtest trades. You must use intraday data for that. The rest is described in the Knowledge Base article:
Building blocks of Intraday trading strategies > "Function to easily determine and compare time of day".
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