Trading hours

• 02/22/2020 at 10:38 AM #120205
  marcuscn

  Hi!

  I would like to code my system for a specific time. I want my system to only trade between 09300 – 2200 so for that  i use:

  DEFPARAM FLATBEFORE = 093000 DEFPARAM FLATAFTER = 220000

  1 2	DEFPARAM FLATBEFORE = 093000 DEFPARAM FLATAFTER = 220000

  But i also want it to pause between 1400-1600 in the middle of the day and close positions if i have any open. How do i code this?

  Thanks

  

  marcuscn

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  02/22/2020 at 11:04 AM #120208
  TempusFugit

  With this code the open positions will close at those hours

  NOTRADE = TIME>=140000 AND TIME<=160000 IF ONMARKET AND NOTRADE THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

  1 2 3 4 5 6

  NOTRADE = TIME>=140000 AND TIME<=160000   IF ONMARKET AND NOTRADE THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

  And for not starting any trade at those hours you need to add “AND NOT NOTRADE” at the conditions of your entries

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  marcuscn

  

  TempusFugit

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  02/22/2020 at 11:52 AM #120212
  robertogozzi

  IF OnMarket THEN IF Time >= 220000 OR (Time >= 140000 AND Time <= 160000) THEN //close open positions SELL AT MARKET EXITSHORT AT MARKET ENDIF ENDIF TradeON = (time >= 093000 AND Time <= 220000) AND (Time < 140000 AND Time > 160000) //Only trade outside these time ranges IF MyConditions AND Not OnMarket AND TradeON THEN BUY/SELLSHORT 1 CONTRACT AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10

  IF OnMarket THEN    IF Time >= 220000 OR (Time >= 140000 AND Time <= 160000) THEN //close open positions       SELL      AT MARKET       EXITSHORT AT MARKET    ENDIF ENDIF TradeON = (time >= 093000 AND Time <= 220000) AND (Time < 140000 AND Time > 160000) //Only trade outside these time ranges IF MyConditions AND Not OnMarket AND TradeON THEN    BUY/SELLSHORT 1 CONTRACT AT MARKET ENDIF

  (not tested)

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  marcuscn

  

  robertogozzi

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