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Calendar News Trading Back-test and News Data Structured
 Post subject: Calendar News Trading Back-test and News Data Structured Post rating: 0   New post Posted: Fri 20 Feb, 2015, 15:47 
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User rating: 0
Joined: Wed 07 Nov, 2012, 16:14
Posts: 28
Features as follows:
1) In the back-test, the News Message can be received at the real time of arrivals( there may be several data to be published).
2) In some interface, adding a method to get Calendar Dates of this week/Day or next week/day.
3) The calendar News text content can be rearranged into Structure Array:
class INewsDataStructure{
string DataName; // data name, such as interest
string DataUnit; // unit of the data value, such as %, k
double Forecast;
double Last;
double Current;
long PublishedTime;
...
}

class IMessage{
...
void getNewsDataNumber(); // get the array size
List<INewsDataStructure> getNewsData();
}

Thank you!


 
 Post subject: Re: Calendar News Trading Back-test and News Data Structured Post rating: 0   New post Posted: Sun 22 Feb, 2015, 11:32 
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User rating: 70
Joined: Sat 22 Sep, 2012, 17:43
Posts: 118
Location: Brazil, Fortaleza, Ceará
Would be nice to see something like this in the back tester, in my own case I had to write my own Economic Calendar Service which is a pain to keep up to date but I needed it since I trade around High Impact news announcements.


 

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