cunparis
71 posts
msg #65451
- Ignore cunparis |
7/26/2008 8:19:05 AM
Is it possible? Say for example:
day is monday
or
day is not monday
?
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guru_trader
485 posts
msg #65695
- Ignore guru_trader |
8/1/2008 1:17:53 AM
This has been discussed before, I can't find the thread now
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cunparis
71 posts
msg #65698
- Ignore cunparis |
8/1/2008 2:09:40 AM
I searched but couldn't find anything.
do you remember if it's possible or not? I've looked through all the SF documentation and can't find a way to do it.
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chetron
2,817 posts
msg #65699
- Ignore chetron |
8/1/2008 6:52:37 AM
no
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stocktrader
294 posts
msg #65702
- Ignore stocktrader |
8/1/2008 9:18:46 AM
I have done extensive analysis on my filters doing this. For example, my semi-automated mechanical filter performs "considerably" better on Tuesday, Wednesday and Friday. Consistently over the last 6 years of SF backtest data.
After you import your backtest data in to Excel, create another "day" column and reference it to the trigger date (=B2). Then format the day column as "custom" dddd. The trades can then be sorted and comparatively analyzed for day.
This is maybe not exactly what you are looking for, but maybe someone will benefit from the info.
Trade well.
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