Filter Night Sessions?

trend_meanreversion
22 Feb 2016, 07:09

RE:

lorddevil said:

Is there any way to filter the night sessions for specific CFDs indices etc.(like other platforms)? Or maybe would there be a way to create a cAlgo Indicator which could do this (but I am not sure how this would be possible)? It's really hard to do gap strategies with cTrader due to this limitation...

Hi lorddevil, i do use such strategies and thus i also need a similar filter. I use a spread filter to differentiate main session from overnight session.

             if (Symbol.Spread >= sprdThreshold 
            {
   

}

lorddevil
22 Feb 2016, 14:31

RE: RE:

trend_meanreversion said:

lorddevil said:

Is there any way to filter the night sessions for specific CFDs indices etc.(like other platforms)? Or maybe would there be a way to create a cAlgo Indicator which could do this (but I am not sure how this would be possible)? It's really hard to do gap strategies with cTrader due to this limitation...

 

Hi lorddevil, i do use such strategies and thus i also need a similar filter. I use a spread filter to differentiate main session from overnight session.

             if (Symbol.Spread >= sprdThreshold 
            {
   

}

 

 

Well you could also do the same for checking the times but I wonder how you would filter out the chart with this? I don't know of any API possibility where I could hide this time frames in the chart view. Because I would need that the chart is viewed like there was no night session (showing a gap) - like I am used from other platforms - so that also the indicators only work on the "day sessions".

trend_meanreversion
23 Feb 2016, 00:37

RE: RE: RE:

lorddevil said:

trend_meanreversion said:

lorddevil said:

Is there any way to filter the night sessions for specific CFDs indices etc.(like other platforms)? Or maybe would there be a way to create a cAlgo Indicator which could do this (but I am not sure how this would be possible)? It's really hard to do gap strategies with cTrader due to this limitation...

 

Hi lorddevil, i do use such strategies and thus i also need a similar filter. I use a spread filter to differentiate main session from overnight session.

             if (Symbol.Spread >= sprdThreshold 
            {
   

}

 

 

Well you could also do the same for checking the times but I wonder how you would filter out the chart with this? I don't know of any API possibility where I could hide this time frames in the chart view. Because I would need that the chart is viewed like there was no night session (showing a gap) - like I am used from other platforms - so that also the indicators only work on the "day sessions".

 Oh on charts it is an issue for sure but given broker is creating market for out of market hours for the instruments , there will be charts reflecting the continuous time not just main session. I normally download data with spread/time filter and backtest strategies in/out of cAlgo for gap strategies.

lorddevil
25 Feb 2016, 11:05

Well since you can't download tick data yourself - it will be hard time to use real values for backtesting... that's why it would be totally great if you could filter night cycles from the live chart... atm you need to use other software - which is cumbersome - in order to achieve this...

trend_meanreversion
25 Feb 2016, 23:47

RE:

lorddevil said:

Well since you can't download tick data yourself - it will be hard time to use real values for backtesting... that's why it would be totally great if you could filter night cycles from the live chart... atm you need to use other software - which is cumbersome - in order to achieve this...

I am assuming you have more complex strategies because i can download tick data( i use 34ticks etc) from Calgo servers and once i have an idea on gap risk , i test them in cAlgo using tick data and Time/Spread filter.

Jiri
26 Feb 2016, 01:37

What about making the custom indicator which would hold OHLC values in certain time range? That way you could achieve the gap you want.

Jiri
26 Feb 2016, 01:39

RE:

tmc. said:

What about making the custom indicator which would hold OHLC values in certain time range? That way you could achieve the gap you want.

You can even shift the previous values to simulate the gap for calculations in other indicators your bot is based on. :)

lorddevil
26 Feb 2016, 12:55

RE: RE:

tmc. said:

tmc. said:

What about making the custom indicator which would hold OHLC values in certain time range? That way you could achieve the gap you want.

You can even shift the previous values to simulate the gap for calculations in other indicators your bot is based on. :)

Nah its not really complicated, I want to do them as human on live chart :) Thus I need to filter out the old data and need the indicators to behave like that there would not be a night session :)