Day & Time blocker

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WHS BE-NL
Posts: 517
Joined: 26 Nov 2012 12:45

Day & Time blocker

Post by WHS BE-NL »

Hi,

Attached a day and time blocker. This script allows to block a trading day and or hours. Day 1 = monday, day 5 = friday.

This improves the results of various strategies. Hereunder the WHS Morning Buy on the DAX, trading all days.
original-morning-buy.png
Hereunder the WHS Morning Buy on the DAX, trading only on tuesdays, wednesdays and thursdays. The equity curve and percentage improves significantly.
morning-buy-no-monday-friday.png
Best regards,

WHS Gent
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