Hi,
the Pre/Post Filter in the Backtester (and Chart) is nice but what if i wanted to base some condition of Pre/Post vs. RTH in a coded strategy?
How would i check if a certain bar is part of Pre/Post or RTH of that market?
the Pre/Post Filter in the Backtester (and Chart) is nice but what if i wanted to base some condition of Pre/Post vs. RTH in a coded strategy?
How would i check if a certain bar is part of Pre/Post or RTH of that market?
Rename
It's impossible. The Strategy has to LOAD the data first before it can execute.
Of course, there's nothing preventing you from filtering data in your Strategy logic to EXCLUDE any pre/post market data that might have been loaded.
Of course, there's nothing preventing you from filtering data in your Strategy logic to EXCLUDE any pre/post market data that might have been loaded.
Im sorry Glitch, i did not explain my question very well. It is ok that WL loads all bars, Pre, RTH, Post. But i was wondering if there is a way in code to distinguish if a bar is part of Pre/Pos or RTH. Something like (pseudo code):
CODE:
if (bars.IsRTH(idx)) doSomething(); if (bars.IsPreMarket(idx) doSomethingElse();
Yes here's an example that shades the part of the chart that is pre/post market,
CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Data; using WealthLab.Indicators; using System.Collections.Generic; namespace WealthScript1 { public class MyStrategy : UserStrategyBase { //create indicators and other objects here, this is executed prior to the main trading loop public override void Initialize(BarHistory bars) { } //execute the strategy rules here, this is executed once for each bar in the backtest history public override void Execute(BarHistory bars, int idx) { MarketDetails mkt = bars.Market; if (!mkt.IsOpenMarketTime(bars.DateTimes[idx])) SetBackgroundColor(bars, idx, new WLColor(64, 255, 0, 0)); } //declare private variables below } }
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