Farzad Gharebashloo / Publications
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Session specific Moving Average
Hi, Can somebody help me write a moving average that only calculates the moving average between 16:30-23:15 (or any other specified period) and ignores the rest of the day? Thank you very much
"Trading Hours" feature
Hi, Some trading platforms such as Ninjatrader and Tradestation have a feature called "trading hours". What it does is it removes undesired periods of a chart and only shows the desired trading hours. In other words, the platform ignores market data outside of the desired trading session , creating