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Point me to the right place if this is not it - but - I am looking to run some backtesting strategies only during certain hours of the trading day - basically during the first 2 hours and the last 2 hours - removing the lunch hours all together. Is there a place here where I can look at an example of this ? Thanks in advance.
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Scorp
The attached is a sample of a MA strategy that will trade (long side only to simplify matters) from 9:30 to 11:30 and 14:00 to 16:00 only (all times Eastern). When long it will paint the background in lime. Open trades are then closed at 16:00. Run it on a 1 minute 24 hour chart adjusting the trading hours in the efs if in a time zone different from EST.
Hope this helps
Alex
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