Hi I've read through all the packages and code and the only question I have really is will I be able to look for specific pattern in a certain time frame. For example would I be able to to test a strategy using the RSI where I short when RSI goes above 90 during the open market (9:30 to 4 est) and goes back below 90 during that same time frame? To show where the problem could be let's say at 2 pm est to 4 Pm est if the rsi stays above 90 and then goes below 90 during the post market (4pm - 8pm) I don't want to take that position only if it goes above 90 then below 90 within the open market (9:30-4 pm). Please let me know.
Hi I've read through all the packages and code and the only question I have really is will I be able to look for specific pattern in a certain time frame. For example would I be able to to test a strategy using the RSI where I short when RSI goes above 90 during the open market (9:30 to 4 est) and goes back below 90 during that same time frame? To show where the problem could be let's say at 2 pm est to 4 Pm est if the rsi stays above 90 and then goes below 90 during the post market (4pm - 8pm) I don't want to take that position only if it goes above 90 then below 90 within the open market (9:30-4 pm). Please let me know.