Adjust hours as workaround to not enough option data

AFL Programming
1

Restrict hours to between 8:30 and 3:00 in code. I think fxshrat is planning on adding this.

2

See here for example http://www.amibroker.com/kb/index.php?s=timeok

tn = TimeNum();
startTime = 83000; // start in HHMMSS format
endTime = 150000;  // end in HHMMSS format
timeOK = tn >= startTime AND tn <= endTime;

Buy = Cross( MACD(), Signal() ) AND timeOK;
Sell = (Cross( Signal(), MACD() ) AND timeOK) OR Cross( tn, endTime );
2 Likes
3

Would this go in strategy.afl?

If so, what line?