Using Time-of-Day Filters to Improve Intraday Trading Strategies

Intraday trading strategy time-of-day filters require careful analysis of how the specific strategy reacts to the changes in price action patterns throughout the day. This video covers an analysis and implementation technique to perform that research, leading to a significant performance improvement in an example trading strategy using the Stochastic RSI technical indicator.
Find out more about the services that Darwinex provides to traders and investors: www.darwinex.c...
This is Episode 30 in the Darwinex 'Spotlight on Trading Indicators' Playlist: • Spotlight on Trading I...
#IntradayTradingStrategies, #TimeOfDayFilter, #TimeOfDay, #AlgoTrading, #ForexTradingStrategies, #TradingFilters, #TimeOfDayTrading, #PriceActionTradingStrategies, #AsianTradingSession, #EuropeanTradingSession, #USTradingSession, #DarwinexSeries, #darwinex
Brought to you by Darwinex: UK and EU Regulated Broker and Asset Manager where Traders and Investors are connected:
www.darwinex.c...
Your capital is at risk. Past performance is not a reliable indicator of future results.
Content Disclaimer: The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.
Risk Disclosure: www.darwinex.c...

[@mjay9283]

For us algo traders, these are truly the good stuff… It will be helpful to know how the data in the csv is gathered.

[@shakeel2473]

Thank You Martyn. yes please if you could show us how to implement the CSV file and the coding filter that would be greatly appreciated.

[@bricenangue]

Great video. I'm learning so much from your classes. I am very much interested in seeing the codes on how to implement that time-of-day filter, as well as how to generate the CSV file. Tuned for the next episode, Cheers!!!

[@donbangert]

Great example of data analysis!

[@michaelk.7553]

Hi Martyn, great video as always. I've used Times Session filters already for breakout strategies but your analysis gives a new very interesting perspective. Would definitely like to see how to create the csv and coding. Thx.👍

[@sureshjaguar]

Hey Martin, i started to learn mql5 programming from your multi symbol EA and i have been following your episodes and practising codes parallely and trying to implement the logics... Yes, i would love to see the code to close trades and time of day filter.. as you said it might be easy, but still the clarity i get comparing your codes with mine and the way of implementation adds more to the future considering your vast experience and simplicity in acheiving it... Thanks a lot once again for your valuable time...

[@darioarpesella1307]

Great video - looking forward to the next one. I created an algo from scratch and managed to pass a prop firm challenge and evaluation to become funded but now unfortunately I'm a few trades from blowing the account....The strategy as a base with no filters would only collect about 400 trades per pair over a 4 year period and I would reduce that to about 100 trades with my filter so perhaps i'm over fitting. I'm not sure if you have covered this on one of your other videos (if you had I would really appreciate it if you are able to point me to it) but it would be awesome if at the end of the strategy you could do a sort of checklist to compare against your strategy of what you would consider viable results (such as number of trades, profit, max draw down etc). keep up the great work!

[@antoniomachado8782]

These videos are really important and provid awesome insights for many of us, who are diving into the realm of algo trading. Please do, if you have the opportunity and time, those extra videos, so you can explain how to get the CSV file and the coding to introduce a time filter (and maybe a duration of a trade filter) on an already existing EA. Thank you.

[@Martian4x]

Thanks, Martyn, I think I got confused on using the filter, I thought closing the trade before the European session started would improve the results. I hope you do a video on implementing the CSV file and code for the filter to clarify things. Thank you as always.

[@alirezap88]

Hi Martyn , thank you very much again. So does this analysis tell it's better to trade on certain hours of day (based on each currency pair ) ? If so , how to determine that for each currency pair ? Thank you for all your hints.

[@nicolamartinez8060]

Thanks Martyn, awesome video - as always! It would be amazing if you could share your code regarding the CSV file and the implementation of the TOD filter. Looking foward to it! Cheers! Nicola

[@kgothatsobojosi2377]

I vote for code csv too

[@madeehibrahim6644]

I need to know to implement the time of day in my advisor please

[@leonjbr]

Very nice video. I never heard about that "Time of Day Equity Flow" so Im impacient to know.

[@mfg330]

Hi Martyn, absolutely brilliant content! Thank you for these valuable tutorials. I would love to see your code for writing the CSV file and implementing the ToD filter. If I may suggest a topic, I would also like to see how you would track MAE and MFE values and export them using the Closed_Trades file in the context of your multi-symbol EA framework. I find the MAE and MFE metrics very useful for placing stop loss and take profit, but I'm having trouble implementing them in mql5. Keep up the good work, it's much appreciated! Best regards, Mark

[@Darwinexchange]

Good suggestions. Logged for consideration of future videos :) Thanks!

[@richardbokele830]

Thank you! Can you please make a video showing how to code a one trade per day expert advisor

[@madeehibrahim6644]

I need a explanation of indicator KST please, how it works and whats best use of it