2 or more time windows for orders

• 05/14/2018 at 4:39 PM #70393
  AlgoAlex

  I normally use this code to set an intraday windows for opening new orders in proorder:

  noEntryBeforeTime = 091500 timeEnterBefore = time >= noEntryBeforeTime noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime if my conditions AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry then buy 1 contract at market

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  noEntryBeforeTime             = 091500 timeEnterBefore = time >= noEntryBeforeTime noEntryAfterTime              = 170000 timeEnterAfter = time < noEntryAfterTime   if my conditions AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry then buy 1 contract at market

  But I wonder if is it possible to set two or more windows, for example one on London opening and one on NY opening.

  Do you have solutions?

  

  AlgoAlex

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  05/14/2018 at 6:06 PM #70405
  robertogozzi

  You can add as many as you wish, just add different variable names, such as

  timeEnterBefore1 = time >= 091500 timeEnterAfter1 = time < 123000 //pause at lunchtime timeEnterBefore2 = time >= 143000 //start again timeEnterAfter2 = time < 170000 if my condition AND ((timeEnterBefore1 AND timeEnterAfter1) or (timeEnterBefore2 AND timeEnterAfter2)) AND not daysForbiddenEntry then buy 1 contract at market endif

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  timeEnterBefore1 = time >= 091500 timeEnterAfter1  = time < 123000    //pause at lunchtime timeEnterBefore2 = time >= 143000   //start again timeEnterAfter2  = time < 170000 if my condition AND ((timeEnterBefore1 AND timeEnterAfter1) or (timeEnterBefore2 AND timeEnterAfter2)) AND not daysForbiddenEntry then    buy 1 contract at market endif

   

   

  1 user thanked author for this post.

  AlgoAlex

  

  robertogozzi

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  05/15/2018 at 10:08 AM #70471
  AlgoAlex

  Thanks, so simply after all!

  

  AlgoAlex

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