Trading times impossible to set

• 06/04/2018 at 3:08 PM #72248
  Lorenzo47

  Hi everyone,

  I’m today facing a problem I can’t explain… In order to set trading times with ProBuilder, I usually use this code which works for me:

  For instance

  // x is a value returned at the end MyCondition = Time < 090000 AND Time > 190000 IF MyCondition THEN x = 0 ENDIF

  1 2 3 4 5 6 7

  // x is a value returned at the end   MyCondition = Time < 090000 AND Time > 190000 IF MyCondition THEN x = 0 ENDIF

  Right here, I believe we’ll all agree, but in my code I can’t set these  “time preferences” (not before 090000 and not after 190000).  I can let it run during the night very easily (from 190000 to 090000), or if I set the values I want, then it seems to ignore them.. There’s a mistake somewhere and if anyone could help me it would be amazing!

  Here’s my code “not caring” about my time preferences :

  TradingTimes = 190000 < Time AND Time < 090000 // Allowing trading IF VolatilityConditions THEN allows = 1 ELSE allows = 0 ENDIF // Long loop IF (x <> 0) AND (High < (x + 0.0012)) THEN y = 0 ELSE x = 0 ENDIF // Short loop IF (y <> 0) AND (Low > (y - 0.0012)) THEN x = 0 ELSE y = 0 ENDIF IF TradingTimes THEN x = 0 y = 0 ELSE IF allows THEN // Long opening c1 = (pSAR[1] > High[1]) c2 = (High > pSAR[1]) IF c1 AND c2 THEN x = pSAR[1] ENDIF // Short opening c3 = (pSAR[1] < Low[1]) c4 = (Low < pSAR[1]) IF c3 AND c4 THEN y = pSAR[1] ENDIF ENDIF ENDIF RETURN x, y

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48

  TradingTimes = 190000 < Time AND Time < 090000   // Allowing trading IF VolatilityConditions THEN allows = 1 ELSE allows = 0 ENDIF   // Long loop IF (x <> 0) AND (High < (x + 0.0012)) THEN y = 0 ELSE x = 0 ENDIF   // Short loop IF (y <> 0) AND (Low > (y - 0.0012)) THEN x = 0 ELSE y = 0 ENDIF   IF TradingTimes THEN x = 0 y = 0 ELSE IF allows THEN   // Long opening c1 = (pSAR[1] > High[1]) c2 = (High > pSAR[1])   IF c1 AND c2 THEN x = pSAR[1] ENDIF   // Short opening c3 = (pSAR[1] < Low[1]) c4 = (Low < pSAR[1])   IF c3 AND c4 THEN y = pSAR[1] ENDIF ENDIF ENDIF   RETURN x, y

  PS : I’m trying to build a strategy with this code as indicator, that’s why it might seem totally useless so far but I can’t start backtesting to improve it before fixing this time issue… (it’s obviously messing up all the startegy).

  Thank you by advance for helping 🙂

  

  Lorenzo47

  Participant

  Topics: 13

  Replies: 40

  Been thanked: 2 times
  06/04/2018 at 3:49 PM #72252
  robertogozzi

  The first part of line 1 should read TIME > 190000.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17272

  Been thanked: 4119 times
  06/04/2018 at 3:58 PM #72255
  Lorenzo47

  Hi Roberto,

  Thank for your answer, it wouldn’t change anything. I don’t know why I wrote it like that in my post but in my code it’s written your way :

  TradingTimes = Time > 190000 AND Time < 090000

  1	TradingTimes = Time > 190000 AND Time < 090000

  Sorry for this mistake. I’ll be still waiting for your ideas 🙂

  

  Lorenzo47

  Participant

  Topics: 13

  Replies: 40

  Been thanked: 2 times
  06/04/2018 at 4:23 PM #72257
  JC_Bywan

  A variable can’t be simultaneously lower than 90000 and higher than 190000, even if in your mind it’s a continuous clock time ending at 240000 with continuity at 0, in the space of real numbers what your really want for night trading times is a subset made of 2 distinct intervals [0;090000] [190000;240000], so try replacing your “and” with “or”:

  TradingTimes = Time > 190000 OR Time < 090000

  1	TradingTimes = Time > 190000 OR Time < 090000

   

  1 user thanked author for this post.

  Lorenzo47

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2677

  Been thanked: 942 times
  06/04/2018 at 4:38 PM #72261
  Lorenzo47

  Hello NoobyWan,

  Thank you so much! It works perfectly! I think I’ve been working on it for too long, and I couldn’t see anything anymore. Thank you so much once again.

  Btw, really nice username 😉

  1 user thanked author for this post.

  JC_Bywan

  

  Lorenzo47

  Participant

  Topics: 13

  Replies: 40

  Been thanked: 2 times
• Author
  Posts