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TASC 2017-06 | Daytrading With Night Volume (D'Errico) — 100.0%

[...] protected override void Execute() { if ( Bars .IsIntraday ) { // Variables int firstHourStart = -1, firstHourEnd = -1, average = paramAverageNights.ValueInt; double firstHourRangeHigh = 0, firstHourRangeLow = 0; var aNightVolume = new DataSeries( Bars , "Average Night Volume" ); var cNightVolume = new DataSeries( Bars , "Cumulative Night Volume" ); var ls = LineStyle.Solid; var lstVolumes = new List< double >(); // holds cumulative volume for each session bool canTrade = false ; Font font = new Font( "Verdana" [...]

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