Auto find time when exchange open and close?

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06/30/2024 at 12:34 PM #234593 quote

George_Lager
Participant

New

Hi

Doing some back testing and always running into summer, winter time and holidays problems, as I do my buy and sell with time when he exchange opens or closes for the day.

Is there any automatic function in PRT so I can buy exactly when the exchange opens and sell before it closes?

Also I check values from previous period, aka the day before when doing the buy, so the script must run exactly the first period it opens otherwise I dont get the value from the previous day.

Thank you all

07/01/2024 at 11:35 AM #234636 quote
Iván González
Moderator

Master
Hi,
You could work with intradaybarindex variable or with time.
For example, with 5 minutes timeframe in USA stocks you have 77 bars each day. You can ask the system open new position if your conditions are met when intradaybarindex=77. With this sentence the system will open in the next bar open (next day).
You can instead use time.
```
if not onmarket and time>153000 then
buy 1 contract at market
endif

if onmarket and time=215500 then
sell at market
endif 
```
Note: Exit at the end of the day is not possible because PRT evaluate the conditions at the close of the bar. the solution is to work with smaller timeframes.
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Auto find time when exchange open and close?

Platform Support: Charts, Data & Broker Setup

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George_Lager @george_lager Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Iván González
1 year, 7 months ago.

Topic Details

Forum:	Platform Support: Charts, Data & Broker Setup
Language:	English
Started:	06/30/2024
Status:	Active
Attachments:	No files

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