Time based filter testing | Forex Factory

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Time based filter testing

  • #1
  • First Post: Jan 16, 2016 5:24am Jan 16, 2016 5:24am
Would like to create a proper time based filter that can be backtested, any ways to code this logically and simply?

For a long time I've been using:

Inserted Code
if (UseBeforeAfterHM_Filter == true) {
if((Hour()<=TH1) && (Minute()<=TM1)) return(0);
if((Hour()>=TH2) && (Minute()>=TM2)) return(0);

But it's not perfectly correct...For filtering by hour only it's fine like this:

Inserted Code
if (UseBeforeAfterHM_Filter == true) {
if(Hour()<=TH1) return(0);
if(Hour()>=TH2) return(0);

But when adding minute it gets a bit more complicated. I looked at this kind of code below but it does not allow for variables to test H and M, and forces me to manually input each time. I want to be able to back test the best H:MM to start and end.
Inserted Code
extern string TradeStartTime = "8:30";
extern string TradeStopTime = "23:30";
if(TimeCurrent()<StrToTime(TradeStartTime) && TimeCurrent()>StrToTime(TradeStopTime)) return(0);

I would like to be able to test combined H and M for both start and stop times on a daily basis, not just testing by H only.

What is the best and simplest way to implement this?
  • #2
  • Last Post: Jan 16, 2016 7:02am Jan 16, 2016 7:02am
This seems to get the desired results instead...

for example if
TH1 = 01 and TM1 = 55
TH2 = 23 and TM2 = 5

anything before 1:55 and after 23:05 gets filtered out

Inserted Code
if (UseBeforeAfterHM_Filter == true) {
if(Hour()<TH1) return(0);
if((Hour()==TH1) && (Minute()<=TM1)) return(0);
if((Hour()==TH2) && (Minute()>=TM1)) return(0);
if(Hour()>TH2) return(0);
}
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