Avoid Trading-Times

Hi,

I have a good strategy build with Strategyquant. And I want the strategy not to trade between:

7-9 am
2-4 pm
9-11 pm

How can I achieve this? In Strategyquant I can only say when to trade from and to once. But there are no other time features.

May anybody help? Thanks! 🙂

Conni

you can build on each time slot you wish to use and then use the 3 in combination. or use the option to try and add them together as one strategy

you could add those params in algowizard – but i must say, that if you are using pending orders, you will be operating only pending orders, not opened trades…so it will be not the same. Those analytics could be done only for market strats.

cutting some time from some time analysis – this is overoptimisation, nothing more…something works in the past, but will not work in the future

Thank you for your answer!

But running the same EA three times is inefficient. I think such Time-Options should be integrated into SQ.

Thank you for your answer! I will try to add this in algo-wizard. Good idea!

And yes for forex it would be overoptimisation. I agree with that. But on indices those times are known as open range. You shouldnt trade at these times.

As hankeys mentioned the only way is to add conditions in AlgoWizard.

If you have any issue let us know. We can try to help