2 or more time windows for orders

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  • 05/14/2018 at 4:39 PM #70393 quote
    AlgoAlex
    Participant
    Master

    I normally use this code to set an intraday windows for opening new orders in proorder:

    noEntryBeforeTime             = 091500
timeEnterBefore = time >= noEntryBeforeTime
noEntryAfterTime              = 170000
timeEnterAfter = time < noEntryAfterTime

if my conditions 
AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry then
buy 1 contract at market

    But I wonder if is it possible to set two or more windows, for example one on London opening and one on NY opening.

    Do you have solutions?

    05/14/2018 at 6:06 PM #70405 quote
    robertogozzi
    Moderator
    Master

    You can add as many as you wish, just add different variable names, such as

    timeEnterBefore1 = time >= 091500
timeEnterAfter1  = time < 123000    //pause at lunchtime
timeEnterBefore2 = time >= 143000   //start again
timeEnterAfter2  = time < 170000
 
if my condition AND ((timeEnterBefore1 AND timeEnterAfter1) or (timeEnterBefore2 AND timeEnterAfter2)) AND not daysForbiddenEntry then
   buy 1 contract at market
endif
    AlgoAlex thanked this post
    05/15/2018 at 10:08 AM #70471 quote
    AlgoAlex
    Participant
    Master

    Thanks, so simply after all!

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2 or more time windows for orders


ProOrder: Automated Strategies & Backtesting

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AlgoAlex @alexf Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by AlgoAlex
7 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/14/2018
Status: Active
Attachments: No files
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