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The Date filter is a simple function that returns one if a specific bar's date is comprised between a given start and end dates; otherwise, it returns zero.
The date filter accepts six parameters.
Param1: The day of the start date
Param2: The month of the start date
Param3: The year of the start date
Param4: The day of the end date
Param5: The month of the end date
Param6: The year of the end date
For example, the following formula allows you to test the corresponding trading rule starting from the first July 2007 for a period of 2 years
rule1 = rsi(14) > 70; // Relative Strength Index higher than 70
rule2 = rule1 && datefilter(1,7,2007,1,7,2009);
Optimization Example:
In the rules analyzer, you can add the following formula in the fixed rule field.
datefilter(1,1,a,1,1,3000) // "A" varies from 2000 to 2008.
The Date Filter rule instructs the trading software to perform nine iterations for each given trading rule. For each iteration, the trading rule (The one you want to test) is backtested using a different period.
Let us say you want to analyze the following rule: rsi(14) > 70
In the first iteration, the rule (rsi(14) > 70) is analyzed using a period that spans from the beginning of 2000 to present.
In the second iteration, the rule is analyzed using a period that spans from the beginning of 2001 to present.
...
In the rules analyzer report, you can right click on any rule and select the variable "a". This will show you the performance of your trading rules for each period.
Inside Period is a very similar function, it returns one if the current bar's date is comprised between a start and an end date. However, Inside Period does not have the same parameters and it calculates the start and end dates using a different method.
