Questions on time zones & trading hours in ProOrder

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  • #119458 quote
    Frankyboy
    Participant
    Average

    Thanks Roberto! I know how to set entry and exit times etc. in the strategy code; however, my question is a different one: say, I have 2 different strategies on the same instrument:

    Strategy 1 uses the standard setting of 00:00 to 00:00 (UTC+1) in the menu “Options –> Workstation Options –> Trading Times & Time zone –> Opening hours”

    Strategy 2 uses the custom setting 07:00 to 21:00 (UTC+1), which equals 08:00 to 22:00 (CET)

    As a result of these settings, strategy 1 uses 24 hourly bars per day, while strategy 2 only uses 14 bars per day. Before launching the two strategies in Live-Trading, I will have to set my Opening hours setting in the PRT platform to standard 00:00 to 00:00 (UTC+1) for strategy 1 and to 07:00 to 21:00 (UTC+1) for strategy 2. What I am not sure is, once the strategies are launched, will they be affected by any future changes I make to the Trading Times & Time zone settings in my PRT platform or will they “remember” the settings used when launched and run independently of any future changes in my platform settings?

    Sorry. This is a somewhat complicated matter, but it appears very important to clarify this…

    #119460 quote
    robertogozzi
    Moderator
    Master

    I am not sure about this, have you tried on a demo account?

    #119471 quote
    Frankyboy
    Participant
    Average

    I have not tried yet, but Nicolas just answered my question in another forum: “Once the program is launched in the trading server, nothing will affect the way you have set the timezone.” So, I think I will try it in live trading soon.

    #119477 quote
    Vonasi
    Moderator
    Master

    Once the program is launched in the trading server, nothing will affect the way you have set the timezone.

    Which is exactly the same answer that the OP had from PRT way back on the first page of this topic! 🙂

    #158668 quote
    Monobrow
    Participant
    Senior

    There’s no provision in the PRT language for different TZ’s other than your local one.

    Just to confirm….. If I am using “customised trading times” on my charts, say, for example “0800 – 1630”… is there no way to hard code that in an algo? I know how to open a trade only between 0800 and 1630, but if I only want the relevant data (like a moving average for example)  to be calculated during 0800 and 1630, the only way I can do that is manually and to save the chart with that time set when i enable the algo?

    #158670 quote
    GraHal
    Participant
    Master

    if I only want the relevant data (like a moving average for example)  to be calculated during 0800 and 1630

    I’m sure above can be coded (by a better man than me! 🙂 ) but wouldn’t you end up missing loads of trades?

    For example, using a TF of 15 mins and MA of 20 then the Algo would not be able to trade until 13:00 (5 hours / 20 x 15 mins) after start time of 08:00??

    Or am I misunderstanding what you are saying / asking??

    #158721 quote
    Monobrow
    Participant
    Senior

    Or am I misunderstanding what you are saying / asking??

    misunderstanding I think 🙂

    A better explanation is in this old thread – that sadly was never answered…

    Trading hours in code vs platform options

    I want to know if using code we can get the same results as setting a custom time in the platform itself.

     

    edit – forgot to say this is the key point “The results are significantly different and I suppose this is because when one sets the Platform trading hours it will ignore the indicators values outside of the trading hours”

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Questions on time zones & trading hours in ProOrder


ProOrder: Automated Strategies & Backtesting

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Wilko @wilko Participant
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This topic contains 21 replies,
has 6 voices, and was last updated by Monobrow
5 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/18/2019
Status: Active
Attachments: 2 files
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