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Historical testing - Day start time, weekend flat filteration
 Post subject: Historical testing - Day start time, weekend flat filteration Post rating: 0   New post Posted: Sat 01 Nov, 2014, 00:18 

User rating: 0
Joined: Fri 31 Oct, 2014, 23:47
Posts: 3
Location: HungaryHungary
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


 
 Post subject: Re: Historical testing - Day start time, weekend flat filteration Post rating: 0   New post Posted: Tue 04 Nov, 2014, 22:02 

User rating: 0
Joined: Fri 31 Oct, 2014, 23:47
Posts: 3
Location: HungaryHungary
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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