kurtsmock

[FN] Session Range & Date Range For Backtesting

This has been done before in different ways, however, my goal is to publish a single, simplified copy/paste version of the idea so you can quickly and easily incorporate it into your strategy backtesting.
You can designate weekdays, weekdays + weekends for 24/7 markets, and also session range.
So, you trade bitcoin? It works. CME futures? It works. You are a discretionary trader so the only signals that matter are the ones that happen when you're awake? It works. Copy and paste.
The goal is that its that easy. You'll have to let me know if it is. glhf everyone.

If I'm not mistaken, you should be able to copy/paste this directly into your strategy script (Paste it in before your entry declarations). Just leave out the last 2 lines where the bgcolor() is declared... unless you want the background color lit up, that's up to you. It's just for demonstration purposes in this script.

After you've pasted it in, then in your strategy.entry() function you are adding: to the strategy.entry() function.
e.g:
strategy.entry("Long", strategy.long, qty=1, when = ENTRY_SIGNAL and signal_backtest())

Shoutouts to @zenandtheartoftrading and @allanster for providing the basis of this code that I put together here. We stand on the shoulders of giants.
Von Favorisierten Skripten entfernen Zu Favorisierten Skripten hinzufügen

Kommentare

i want to do it in other way, hope you will help, i want to use this session on time session. for example. daily 8am-11am and 16pm-19pm. hope you can make changes required
Antworten
kurtsmock ataleeq
@ataleeq, Are you saying you want to be able to do multiple sessions in one day?
Antworten
ataleeq kurtsmock
@kurtsmock, yes, and its working for me already, i have made changes. thanks for quick response.
Antworten
Startseite Aktien-Screener Forex-Screener Krypto-Screener Wirtschaftskalender So funktioniert es! Chartmerkmale Preise Einen Freund empfehlen Hausregeln Hilfe Center Webseite & Brokerlösungen Widgets Charting Lösungen Lightweight Charting Library Blog & News Twitter
Profil Profileinstellungen Konto und Abrechnung Einen Freund empfehlen Meine Support Tickets Hilfe Center Veröffentlichte Ideen Followers Ich folge Private Nachrichten Chat Abmelden