- ago
Another wish: (shall I wait for Christmas? ;-) )
Is it possible to build blocks of date-szenarios?
Like some userbuild clickable times like 1.1.2020 – 21.05.2007. If someone is working with different marketsituations (bullish, bearish, techsaison, sectorrotation etc) this would be a great easing..
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- ago
#1
Yes, we plan to add Blocks for Date/Time rules. For example, the conditions like intraday specific rules, day of week or trading day of month etc.

Could you be more specific?
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- ago
#2
f.e. date ranges for commodities bullish from 1.4.2001 to 30.07.2005, If I define this time (and a name for it), it would help to backtest more specific scenarios by mouseclick
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- ago
#3
You mean a condition like "If date is within Year1 and Year2"? In this case it looks like a single-user solution to get this included into Blocks. However, it's pretty easy to achieve in strategy code. I could show you a sample if interested.
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- ago
#4
Not exactly. Like testing a strategy with different underlyings (indices), would it be possible for the user to create individual timeframes? Not as a block in the individual strategy, but as a selction in the strategy settings.
(Data range: "Individual."
Select:
Bullmarket (1.3.2010 - 24.02.2020)
Around Steffens birth (10.10.1962 - 14.10.1962)
Bearish (bla bla...)
Tech-age 1.1.2010 - 31.12.2020
Value-time: since 1.1.2021 )

So we could check a strategy to (several?) individual times to look, if it works in different market circumstances
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- ago
#5
Thanks for the idea. However, note that you already can choose a "Year range" or "Date range" in Strategy settings and your choice gets saved with the strategy.

Besides, aren't these periods specific to the market? For example, the Nikkei and Nasdaq were heading in opposite directions all the 1990s.
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- ago
#6
Yes, I know, I can select every timeperiod I like.
But now it is like selecting all the single stocks to test - but its easier to select an index or a preselcted dataset. Same is for time periods, if I can define periods and select them for backtests ;-)
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- ago
#7
As we're working on adding more Blocks, this caught my interest. How can in backtesting I set a condition for future dates like "from 1/2010 to 3/2020" to apply system's rules differently going forward? To know ahead like that, it certainly implies having a crystal ball ! As the premise looks very questionable I think we have to decline the request.
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- ago
#9
Nonetheless, the requested Date filter block has been part of WL8's PowerPack extension since its B7:

https://www.wealth-lab.com/extension/detail/PowerPack#changeLog
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