Time filter in AFL backtesting

mcxinvest

Well-Known Member
#11
Yes my friend it works fine... JUst as I wanted it. Thank u very much.

In the code I have a doubt...

Starttime = Param("Starttime",100000,100000,235500,0);
Closetime = Param("Closetime",232000,100000,235500,0);
In the above line what do the 2 nd, 3rd, 4th and 5th parameters stand for? I know they r the time.. but r they max and min time? and what is 0 for?
2nd = default time
3rd = start time (min time)
4th = closing time (max time)
5th = incremental from min-max,

I am in commodity mkts and so i have kept min-max time as per commodity exchange.
If you want to get as per forex, which is 24 hrs, change it to
Starttime = Param("Starttime",123000,000000,235900,0);
Closetime = Param("Closetime",220000,000000,235900,0);

timings set abv are as per your requirment i.e start time default is 12.30 and close time default is 10.00pm
 

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