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no trade window filter #73
MicroTrendsTom
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"no trade window" filter
So This could be defined as Time Start and time End window and there could be multiple definitions
pre market morning, lunch, close time etc
Crude example with 1 parameter to control which is on or off etc
Bitwise Flags
int FilterNoTradeTimeWindowMode = 1 | 2 | 4
mode 1
TimeSpan FilterNoTradeTimeWindowStart01 = 08:00
TimeSpan FilterNoTradeTimeWindowEnd01 = 09.29
mode 2
TimeSpan FilterNoTradeTimeWindowStart02 = 12.00
TimeSpan FilterNoTradeTimeWindowEnd02 = 13.30
mode 4
TimeSpan FilterNoTradeTimeWindowStart03 = 15:500
TimeSpan FilterNoTradeTimeWindowEnd03 = 18:00
//return true
bool ValidateFilterNoTradeTimeWindow(int filterNoTradeTimeWindowMode, TimeSpan start, TimeSpan end)
{
bool isNotInWindow
etc
return isNotInWindow;
}
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