Hello,
I know I can use the DEFPARAM commands FlatBefore and FlatAfter to tell my system the time to start and stop trading but does anyone know how to incorporate the day of the week as well. Example:
On Monday
DEFPARAM FlatBefore = 013000 // Cancel any pending orders, close any positions and prevent placement of additional orders by the trading system before 01:30:00 in the time zone of the strategy.
On Friday
DEFPARAM FlatAfter = 230000 // Cancel any pending orders, close any positions and prevent placement of additional orders by the trading system after 23:00:00 in the time zone of the strategy.
Thanks