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Key West
Posts: 13 since Sep 2014
Thanks Given: 1
Thanks Received: 1
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Hi,
I have a strategy I've written that I'd like to improve by filtering out trades when there is news. Right now, I manually visit the Bloomberg economic calendar site and avoid making trades for items marked with a red star or when Yellen is scheduled to speak.
Basically, I'm looking for something like:
protected override void OnBarUpdate()
{
// don't trade for 5 minutes before and 10 minutes after a news Event
If(CallToSomeWebServiceOrOtherCodeThatTellsMeThereIsANewsEvent() == true)
return;
}
I'm assuming this has already been done by someone but I don't know where to look.
Thanks ... Ed
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