Library "Time_Filter" Time filters for trading strategies.
f_isInWeekDay(_timeZone, _byWeekDay, _byMon, _byTue, _byWed, _byThu, _byFri, _bySat, _bySun) f_isInWeekDay - Filter by week day or by time delimited session. Parameters: _timeZone: - Time zone to use when filter allowed trading by days of the week. _byWeekDay: - Filter allowed trading time by days of the week. _byMon: - Is Monday a trading day? _byTue: - Is Tuesday a trading day? _byWed: - Is Wednesday a trading day? _byThu: - Is Thursday a trading day? _byFri: - Is Friday a trading day? _bySat: - Is Saturday a trading day? _bySun: - Is Sunday a trading day? Returns: series of bool whether or not the time is inside the current day.
f_isInSession(_timeZone, _bySession_1, _timeSession_1, _bySession_2, _timeSession_2) f_isInSession - Is the current time with in the allowed trading session time. Parameters: _timeZone: - Time zone to use when filter allowed trading by days of the week. _bySession_1: - Filter allowed trading time with in hours defined in _timeSession_1 _timeSession_1: - Hours with in trading is allowed. _bySession_2: - Filter allowed trading time with in hours defined in _timeSession_2 _timeSession_2: - Hours with in trading is allowed. Returns: series of bool whether or not the time is inside selected session.
f_isTradingAllowed(_timeZone, _byWeekDay, _byMon, _byTue, _byWed, _byThu, _byFri, _bySat, _bySun, _bySession_1, _timeSession_1, _bySession_2, _timeSession_2) f_isTradingAllowed - Is the current time with in the allowed. Parameters: _timeZone: - Time zone to use when filter allowed trading by days of the week. _byWeekDay: - Filter allowed trading time by days of the week. _byMon: - Is Monday a trading day? _byTue: - Is Tuesday a trading day? _byWed: - Is Wednesday a trading day? _byThu: - Is Thursday a trading day? _byFri: - Is Friday a trading day? _bySat: - Is Saturday a trading day? _bySun: - Is Sunday a trading day? _bySession_1: - Filter allowed trading time with in hours defined in _timeSession_1 _timeSession_1: - Hours with in trading is allowed. _bySession_2: - Filter allowed trading time with in hours defined in _timeSession_2 _timeSession_2: - Hours with in trading is allowed. Returns: series of bool whether or not trading is allowed at the current time.