Buy a specific day

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11/23/2023 at 1:32 AM #224182 quote

Aragorna
Participant

Junior

Hi,

I’m doing a simple strategy, just to verify how a ticket like Soybean ZS behave buying at first hour of day and selling last hour.

DEFPARAM CumulateOrders=false

OrarioInizioGiorno=000000
OrariofineGiorno=200000
TIMEFRAME(1 hour,default)
IF (DayOfWeek = KK) and time=OrarioInizioGiorno THEN
buy 1 shares AT MARKET
ENDIF
IF time=OrariofineGiorno THEN
sell 1 shares AT MARKET
ENDIF

KK goes from 1 to 5. it works until 2015 and nothing more after. any idea why?

thank’s in advance for your answer.

Alessio

11/23/2023 at 11:40 AM #224197 quote

robertogozzi
Moderator

Master

Will you please attach the ITF file?

11/23/2023 at 5:23 PM #224211 quote
JS
Participant

Senior
Hi,

I think that over time the trading hours have been adjusted, when you use the correct trading hours the system works…

(Remember that the position is opened on the OPEN of the next bar… an hour later)
```
DEFPARAM CumulateOrders=false

TimeFrame(1 Hour, default)
OrarioInizioGiorno = 020000
OrariofineGiorno = 190000

IF DayOfWeek=1 and NOT OnMarket and OpenTime=OrarioInizioGiorno THEN
BUY 1 contract AT MARKET
ENDIF

IF OnMarket and OpenTime=OrarioFineGiorno THEN
SELL AT MARKET
ENDIF
```
Schermafbeelding-2023-11-23-om-17.15.31.png
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Buy a specific day

ProOrder: Automated Strategies & Backtesting

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Author

Aragorna @aragorna Participant

Summary

This topic contains 2 replies,
has 3 voices, and was last updated by JS
2 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	11/23/2023
Status:	Active
Attachments:	1 files

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