ASX trading hours

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  • 04/05/2020 at 4:10 PM #124720 quote
    nonetheless
    Participant
    Master

    What is the correct way to enter Aussie trading hours? In GMT it should be 230000 to 050000 but that gives no trades as it appears to close before it opens.

    000000 to 050000 works, but then I lose an hour at the start. 🤔

    04/05/2020 at 4:16 PM #124723 quote
    Vonasi
    Moderator
    Master
    if time >=230000 or time < 050000 then
    04/05/2020 at 4:34 PM #124726 quote
    nonetheless
    Participant
    Master

    That’s what I started with. The optimization returns 0 trades. Changing 230000 to 000000 works.

    Defparam flatbefore = 230000
Defparam flatafter = 050000
CTime = Time >= 230000 and Time < 050000
    04/05/2020 at 5:11 PM #124727 quote
    Vonasi
    Moderator
    Master

    You are using AND where my code uses OR.

    GraHal and nonetheless thanked this post
    04/05/2020 at 5:24 PM #124728 quote
    nonetheless
    Participant
    Master

    Alright alright alright, got it. Thanks!

    03/24/2021 at 12:52 PM #165155 quote
    s00071609
    Participant
    Senior

    Can I ask what timezone does pro real code time function use?

    I am in Australia – and want to restrict orders during pre-market and post market in US Stocks. What code can I use to trade between 12.30 AM to 7 AM Australian time only.

     

    thanks

    03/24/2021 at 3:51 PM #165185 quote
    nonetheless
    Participant
    Master

    Go Settings>Platform>Time Zones and Trading Hours and you’ll find all the various options.

    I keep it on my local time then use time restrictions as an entry condition, eg

    Tradetime = time >=143000 and time <210000

If Tradetime and (your conditions) then
buy 1 contract at market
endif

    Just alter the times for whatever the Wall St hours are down under.

    03/24/2021 at 3:56 PM #165187 quote
    GraHal
    Participant
    Master
    nonetheless wrote:

    time >=143000 and time <210000

    You’ve forgot the OR again Nonetheless … alright, alright, alright … I know you know really! 🙂

    03/24/2021 at 4:12 PM #165191 quote
    nonetheless
    Participant
    Master

    Yeah, but those are the GMT times for Wall St, just as an example, so it has to be AND … not sure which you’d have to use if you want NY hours in Oz ???

    GraHal thanked this post
    03/24/2021 at 4:27 PM #165194 quote
    nonetheless
    Participant
    Master

    Actually, if it’s 12.30 AM to 7 AM then it will def be AND

    Tradetime = time >=003000 and time <070000
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ASX trading hours


ProOrder: Automated Strategies & Backtesting

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This topic contains 9 replies,
has 3 voices, and was last updated by nonetheless
4 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/05/2020
Status: Active
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