Auto find time when exchange open and close?

• 06/30/2024 at 12:34 PM #234593
  George_Lager

  Hi

  Doing some back testing and always running into summer, winter time and holidays problems, as I do my buy and sell with time when he exchange opens or closes for the day.

  Is there any automatic function in PRT so I can buy exactly when the exchange opens and sell before it closes?

  Also I check values from previous period, aka the day before when doing the buy, so the script must run exactly the first period it opens otherwise I dont get the value from the previous day.

   

  Thank you all

  

  George_Lager

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  07/01/2024 at 11:35 AM #234636
  Iván

  Hi,
  You could work with intradaybarindex variable or with time.
  For example, with 5 minutes timeframe in USA stocks you have 77 bars each day. You can ask the system open new position if your conditions are met when intradaybarindex=77. With this sentence the system will open in the next bar open (next day).
  You can instead use time.

  if not onmarket and time>153000 then buy 1 contract at market endif if onmarket and time=215500 then sell at market endif

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  if not onmarket and time>153000 then buy 1 contract at market endif   if onmarket and time=215500 then sell at market endif

  Note: Exit at the end of the day is not possible because PRT evaluate the conditions at the close of the bar. the solution is to work with smaller timeframes.

  

  Iván

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