Back testing Tutorial 1 edits

[tilmon]

Jason , thanks for publishing Back Testing Tutorial 2. Just read it, and found it very helpful, especially since I had been experimenting with the five Donchian scripts already published. Look forward to reading the rest of the series soon, especially if there are any sections on how to manage time, such as Opening and Closing times, and closing out positions at end of Day. I have seen the example in Ment_-Ma-X_Systems, but an EOD added near the end of main did not work. Also, that script did not exclude trades outside trading hours for either time or tick style intervals. These exclusions MUST be set up for user-set parameters, since they can vary by contract, exchange, or even early holiday closings.
Fyi, there is a typo in Back Testing Tutorial 1, on page 10, Para 1.4.3 in the code example, line 33 (the word "currnet" is mis-spelled). Also, now that Tutorial 2 is published, you can remove the red lettered last line in Tutorial 1, which says that Tutorial 2 is "coming soon". :-)
For now, I have succeeded is excluding trades after the close until midnight, by using a Strategy CLOSE.ALL, "if hour() >16 && hour() <24. But, I still get Strategy Analyser crammed full of trades between 1 minute past midnight and the open, i.e. buying SPU's at 5:15 AM, and including gap up/down gains/losses in results in a strategy designed to never carry trades outside market hours. Hope help is on the way soon. :-)

[ACM]

Tilmon

But, I still get Strategy Analyser crammed full of trades between 1 minute past midnight and the open, i.e. buying SPU's at 5:15 AM, and including gap up/down gains/losses in results in a strategy designed to never carry trades outside market hours. Hope help is on the way soon

If you read my reply to the question you posted in this thread you will see that I already show you how to allow trades to be executed only within user defined hours.
Alex