Filter Pre/Post doesn't check in C# strategies, works in basic chart.
C# charts don't allow setting the timeframe like basic charts. Strategies need to work only from normal timeframes.
C# charts don't allow setting the timeframe like basic charts. Strategies need to work only from normal timeframes.
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I'm not sure if this intentional or a bug but here's a partial workaround for now:
1. Open a chart - this does have Filter Pre/Post enabled
2. Drag your strategy onto the chart - a nice WL7 feature
The Filter is operational but as charts are applied to a single symbol, such drag and dropped strategy cannot run in portfolio backtest mode.
1. Open a chart - this does have Filter Pre/Post enabled
2. Drag your strategy onto the chart - a nice WL7 feature
The Filter is operational but as charts are applied to a single symbol, such drag and dropped strategy cannot run in portfolio backtest mode.
When you select an intraday interval in a Strategy's Settings, the Pre/Post is controlled by the checkbox that appears there. That's why it's disabled in the chart view, and, this was required in order to save this setting with the Strategy.
Oh I didn't realize when replying that the chart's scale was set to Daily - where Filter Pre/Post is naturally not applicable :)
I just add that if you're an IQFeed user, you can select the Regular Session Only option in the IQFeed set up. This way, you will:
1) only request/receive data for the regular session hours and you can forget about the pre/post checkbox, but/and...
2) the intraday opening price will be corrected with the day's open from the Daily data. The reason is because pre/post only filters by time, and occasionally a Form T pre-market trade will occur just after 09:30:00.000, in which case it becomes the intraday bar's opening price.
1) only request/receive data for the regular session hours and you can forget about the pre/post checkbox, but/and...
2) the intraday opening price will be corrected with the day's open from the Daily data. The reason is because pre/post only filters by time, and occasionally a Form T pre-market trade will occur just after 09:30:00.000, in which case it becomes the intraday bar's opening price.
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