Newbie algo question from experienced trader - trading session breakdown

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Newbie algo question from experienced trader - trading session breakdown

Jaroslav Kohout

edited Jul 15, 2017

Getting Started

Hello fellow Quantopians. This is my first day on this platform. I have a historical dataset for FX CFD's: EURUSD, USDJPY. One of my historical strategies is to look for certain correlations of characteristics in the Asian session (8hour window) such as (range, price expansion/contraction in comparison to previous day type, direction of the day and more. Once each historical asian session is quantified by characteristics described above, I am looking for a match with currently (latest) evolving asian session and do trading decisions based on that. I would love someone to help me with direction:

Does Quantopian natively supports trading day breakdown into sessions such as asian, european, american session and evaluate characteristics of these sessions? If so, can you direct me where I can learn more about this?
Can I store those historical characteristics obtained in point 1 and compare them to latest session to find the best match. If so, can you direct me where I can learn more about this?

I am trying to figure out capabilities of Quantopian and direction at this moment would be much appreciated.
Hopefully I have explained myself well enough for anyone to understand.
Thanks a million for the answer.

JK

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.