I have been running this strategy for some time now and i noticed something strange I can't explain, your advise is very welcome.
Basically I have a time filter, I want the strategy only to take long/short entries between 6am Monday and 6pm Friday and clear all positions at 6pm on Friday, in order to not carry risk over the week-end. Below is the code i am using:
protected override void OnBarUpdate() { //Enter long if (CrossAbove(FisherTransform(period).Value,0,1) && tradeok == 1) { EnterLong(); } //Enter short if (CrossBelow(FisherTransform(period).Value,0,1) && tradeok == 1) { EnterShort(); } [B]//Time filter else if[/B] (Time[0].DayOfWeek == DayOfWeek.Sunday) { tradeok = 0; } [B]else if[/B] (Time[0].DayOfWeek == DayOfWeek.Monday && ToTime(Time[0]) < ToTime(6, 0, 0)) { tradeok = 0; } [B]else if[/B] (Time[0].DayOfWeek == DayOfWeek.Friday && ToTime(Time[0]) >= ToTime(16, 0, 0)) { tradeok = 0; } else { tradeok = 1; } }
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