I'd like a feature for evolving specifically intraday systems. This would allow system execution only during specified hours (9:30 tp 4:00 for example) and exit prior to end of day at 4:00PM EST or 3:59 etc..
Rename
This is exactly what I was talking about in a neighboring thread. Only it should be a wider functionality, namely either the ability to evolve on the basis of own strategy completely or the ability to connect separate blocks, such as time limit or stop loss.
You CAN evolve using intraday data. Specify the desired scale here:
Glitch,
Yes I am using the minute scale when running the evolver. The only "problem" is that created systems are holding "overnight". A 15:00 PM entry may hold until the next morning open. I want to be able to ensure a 15:59 or prior exit.
Yes I am using the minute scale when running the evolver. The only "problem" is that created systems are holding "overnight". A 15:00 PM entry may hold until the next morning open. I want to be able to ensure a 15:59 or prior exit.
In my opinion, that could be implemented by adding a preference to the Evolver and a special logic to the building block strategy generator. I could make an attempt if @Glitch agrees to.
We have a large backlog already Eugene, let’s just add this back as a FR for now and see how the voting goes.
@cqc_dude, vote for your feature request on our Wishlist page at: https://www.wealth-lab.com/wishlist
It turns out that an exact duplicate of this request has already been submitted:
https://www.wealth-lab.com/Discussion/Strategy-Evolver-way-to-limit-trade-times-for-intraday-trading-9162
I've unmarked this topic as #FR and transfered the existing votes from here to the original topic.
https://www.wealth-lab.com/Discussion/Strategy-Evolver-way-to-limit-trade-times-for-intraday-trading-9162
I've unmarked this topic as #FR and transfered the existing votes from here to the original topic.
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