2 or more time windows for orders

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05/14/2018 at 4:39 PM #70393 quote

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

Legend

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!