Is anyone aware of any news trading scripts here that would have major news days and times preprogrammed?
Most news EAs I've seen require manual insertion of future news times which makes impossible backtesting.
I was thinking of a script or code that would have the major days and times precoded. Then devise strategies around those times with new or existing EAs.
Anyone aware of existing code to start with?
I wouldn't mind manually inserting all major news days and times for the month in advance to begin with, but ideally want something that takes the news days and times into code. Which brings up the question:
Monday August 26th at XX:XX is easy to code in advance but how would one code the 4th Monday of each month as a predefined event? Any ideas for logic or code to tackle this?
Most news EAs I've seen require manual insertion of future news times which makes impossible backtesting.
I was thinking of a script or code that would have the major days and times precoded. Then devise strategies around those times with new or existing EAs.
Anyone aware of existing code to start with?
I wouldn't mind manually inserting all major news days and times for the month in advance to begin with, but ideally want something that takes the news days and times into code. Which brings up the question:
Monday August 26th at XX:XX is easy to code in advance but how would one code the 4th Monday of each month as a predefined event? Any ideas for logic or code to tackle this?