Stipulate Day of Week in DEFPARAM

• 04/19/2016 at 2:22 PM #5658
  deletedaccount14122020

  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

  

  deletedaccount14122020

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  04/19/2016 at 3:33 PM #5662
  Nicolas

  Sorry it’s not possible to define specific days of week with FlatBefore or FlatAfter. The best you can do is to create a conditional variable that test the days you want to trade or to close your opened orders, like this :

  daytotrade = dayofweek=1 OR dayofweek=2 if condition and daytotrade then ...... .. ... .. .. endif

  1 2 3 4 5 6 7 8 9 10

  daytotrade = dayofweek=1 OR dayofweek=2   if condition and daytotrade then ...... .. ... ..   ..   endif

   

  Is it ok for you?

  

  Nicolas

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  04/19/2016 at 4:43 PM #5670
  deletedaccount14122020

  Hi Nicolas, Thanks for the update.and yes I think that works for me. I’ll test it in my system code

  

  deletedaccount14122020

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  05/20/2016 at 5:14 PM #7550
  mr.brymas

  Hey

  If i don´t want it to take positions on Fridays for example. How do i write it? Something like this?

  k= dayofweek (friday)

  if k then
  allowtrade = 0
  else
  allowtrade = 1
  endif

   

  

  mr.brymas

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