Hi:
function ExtUpdate(id, source, period) -- source is a tick stream
if (source:date(period)<os.time{year=2015, month=08, day=25, hour=20}) then
return;
end
if (source:date(period)>os.time{year=2015, month=08, day=26, hour=08}) then
return;
end
...........
strategy code here
end
Trying to optimize a strategy
........ FROM 2015 Aug. 25 20:00 o`clock
........ TO 2015 Aug. 26 08:00 o`clock
The above code does NOT work. The optimizer runs but finds ZERO trades.
The optimizer runs fine with only data between specified DAYS.
(without the above additional code to fine tune data to the HOUR)
........ FROM year:month:day
........ TO year:month:day
What is the correct way to achieve what I want?
i.e. optimize between:
........ FROM year:month:day:hour
........ TO year:month:day:hour
Best regards,
function ExtUpdate(id, source, period) -- source is a tick stream
if (source:date(period)<os.time{year=2015, month=08, day=25, hour=20}) then
return;
end
if (source:date(period)>os.time{year=2015, month=08, day=26, hour=08}) then
return;
end
...........
strategy code here
end
Trying to optimize a strategy
........ FROM 2015 Aug. 25 20:00 o`clock
........ TO 2015 Aug. 26 08:00 o`clock
The above code does NOT work. The optimizer runs but finds ZERO trades.
The optimizer runs fine with only data between specified DAYS.
(without the above additional code to fine tune data to the HOUR)
........ FROM year:month:day
........ TO year:month:day
What is the correct way to achieve what I want?
i.e. optimize between:
........ FROM year:month:day:hour
........ TO year:month:day:hour
Best regards,
Aucun commentaire:
Enregistrer un commentaire