DayTrader Version of Example 8
(DayTrader Only) This example is like Example 8 except that we used 15 minute bars. Many intraday data feeds supply only a few months of intraday data, but fortunately when you are using smaller bars you generally do not need years of data to optimize over. Here we had a little less than six months of 15 minute bars.
For this 15 minute chart, we decided that, as day traders, we didn’t want to stay in positions overnight. Therefore we told NeuroShell to restrict trading to the hours between 9:30 am and 4 pm. In that case, NeuroShell not only does not allow signals before 9:30, but it forces an exit signal at 4:00. If you look in the “Dates” tab you can see where this setting was made. The 4 pm signal is filled at 4:15.
Note that restricting trading is different than restricting data, which is done on the Format -> Format Chart menu.
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