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Historical testing - Day start time, weekend flat filteration |
matrix
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Post subject: Historical testing - Day start time, weekend flat filteration |
Post rating: 0
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Posted: Sat 01 Nov, 2014, 00:18
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User rating: 0
Joined: Fri 31 Oct, 2014, 23:47 Posts: 3 Location: HungaryHungary
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My problem: When I perform historical testing in JForex platform: 1. the daily bars the strategy gets on the onBar() method are opened at midnight, despite my platform is set to Day Start Time of EET. 2. the saturday flat bar is also visible for the strategy, despite it is filtered in the platforms preferences
What should I do to make the historical tester use my above platform preferences?
Thanks
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matrix
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Post subject: Re: Historical testing - Day start time, weekend flat filteration |
Post rating: 0
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Posted: Tue 04 Nov, 2014, 22:02
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User rating: 0
Joined: Fri 31 Oct, 2014, 23:47 Posts: 3 Location: HungaryHungary
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I have found the solution for this:
Period eetDaily = Period.createCustomPeriod(Unit.Day, 1, JFTimeZone.EET); this.dailyFeedDesc = new TimePeriodAggregationFeedDescriptor(myInstrument, eetDaily, OfferSide.BID, Filter.ALL_FLATS); this.context.subscribeToFeed(this.dailyFeedDesc, this);
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