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Date/Time: Fri, 28 Feb 2020 15:05:56 +0000



different algorithm for different time frame

[2013-12-05 18:46:37]
toews&kane - Posts: 177 | Ending Date: 2020-03-07
Hi,

As in title, is there an option to use a different algorithm for different time frame, say between the hours of 17:00-8:00 and then a different algorithm in the normal day time frame?


Cheers
[2013-12-05 20:50:19]
toews&kane - Posts: 177 | Ending Date: 2020-03-07
this is for spreadsheet trading
[2013-12-05 21:05:52]
tomgilb - Posts: 2388 | Ending Date: 2020-02-29
You would need to include the time frame conditions in your formulas. Here's one way:

Put these in the following cells:
H3:
=AND(J41-INT(J41)>=TIMEVALUE("08:00:00"),J41-INT(J41)<TIMEVALUE("17:00:00"))
H4:
your conditions specific to the RTH time frame.
H5:
=OR(J41-INT(J41)>=TIMEVALUE("17:00:00"),J41-INT(J41)<TIMEVALUE("08:00:00"))
H6:
your conditions specific to the Globex time frame.

(Use OR if the timeframe spans midnight, use AND if it does not.)

Then include absolute references to $H$3, $H$4 and $H$5, $H$6 using IF statements in your K3-N3 formulas:

=AND(YourConditionsNotSpecificToTimeframe,IF($H$3,$H$4,IF($H$5,$H$6,FALSE)))

Instead of separating things in column H, you could concatenate everything in your K3-N3 formulas.
Date Time Of Last Edit: 2013-12-06 13:21:33

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