Customized Trading session

• 05/24/2019 at 9:36 AM #99319
  solar

  Hi everyone,

  I am new to prorealcode.

  I have an strategy which trades on price levels using previous trading session’s open, high, low, close. The CFD market may trade 24hrs a day, yet i would only use price information between 0915-0100 (1 complete session)to calculate my price levels.

  I wonder if there is anyway on coding that could help me automatically store the values using the concept of “previous session”and tackle the issues during weekend(price level on monday would be based on Friday’s OHLC)

   

  

  solar

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  05/24/2019 at 9:41 AM #99320
  jebus89

  U can alter the time-data in “Platform options”..

  

  jebus89

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  05/24/2019 at 10:03 AM #99324
  solar

  I am sorry. is the coding charts based? which means if I display 0915-0100 on the chart then my orders would only be able to execute during 0915-0100?

  If so the next question are there any keywords/ functions (e.g.similar to dhigh[0]) for me to store previous 0915-0100 session’s OHLC.

  Many thanks!

  

  solar

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  05/24/2019 at 10:27 AM #99330
  Vonasi

  Do you want this as an indicator or as part of a auto strategy?

  I have moved your topic to the ProOrder forum which is for auto-trading questions. You posted in the General Trading Discussion forum which is not the right place for these sort of questions. Please try to post in the correct forum with future topics. 🙂

  

  Vonasi

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  05/24/2019 at 10:34 AM #99335
  solar

  It is a part of the auto-trading.

  I am sorry for any inconvenience caused.

  

  solar

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  05/24/2019 at 11:25 AM #99348
  Vonasi

  You can do something like:

  starttime = 091500 endtime = 130000 if time = starttime then op = open lo = low hi = high endif if time = endtime then lastop = op lastcl = cl lasthi = hi lastlo = lo cl = close endif if time >= starttime and time < endtime then hi = max(hi,high) lo = min(lo,low) endif

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  starttime = 091500 endtime = 130000   if time = starttime then op = open lo = low hi = high endif   if time = endtime then lastop = op lastcl = cl lasthi = hi lastlo = lo cl = close endif   if time >= starttime and time < endtime then hi = max(hi,high) lo = min(lo,low) endif

  Not tested.

  Use lastop, lastcl, lasthi and lastlo in your code to get the open, close, high and low for the previous session.

  make sure the chart you use has candles that represent any time that you choose. So you need a 15 minute chart or faster to see 0915.

  

  Vonasi

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  05/25/2019 at 4:10 AM #99405
  solar

  Thanks for your idea.

  However, when a new trading day begins (i.e. 0915), lastop, lasthi, lastlo, lastcl would be replaced by new OHLC of the new trading day.

  Let’s say the market run from 0915-0100 the next day, from  monday to  saturday, and let’s call monday 0915-tuesday 0100 as day1, …., until friday 0915 – saturday 0100 as day 5.

  What I want to do is:

  day2 would trade on OHLC of day1

  day3 would trade on OHLC of day2

  day4 would trade on OHLC of day3

  day5 would trade on OHLC of day4

  day1 would trade on OHLC of previous day5

  in this case I need a set of functions to read OHLC of the previous “day”.

   

   

  

  solar

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  05/25/2019 at 7:21 AM #99406
  Vonasi

  Which is exactly what the code I wrote should do. At the endtime it stores the sessions OHLC as lastop, lastcl, lasthi, lastlo whereas op, cl, hi and lo are the current sessions OHLC.

  It needs just a small modification to be certain that it avoids any Sunday data but if your start time does not exist on a Sunday chart then it will ignore them any way.

  I’ve not tested it but I can’t see any reason why it would not be doing what you want.

   

  

  Vonasi

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  05/29/2019 at 5:58 PM #99680
  Vonasi

  I finally had a chance to test it and there was a minor error. This code does what you asked for:

  starttime = 090000 endtime = 130000 if opentime = starttime then op = open lo = low hi = high endif if opentime = endtime then lastop = op lasthi = hi lastlo = lo lastcl = close endif if opentime >= starttime and opentime < endtime then hi = max(hi,high) lo = min(lo,low) endif buy at -close stop graphonprice lastop as "open" graphonprice lastcl as "close" graphonprice lasthi as "high" graphonprice lastlo as "low"

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  starttime = 090000 endtime = 130000   if opentime = starttime then op = open lo = low hi = high endif   if opentime = endtime then lastop = op lasthi = hi lastlo = lo lastcl = close endif   if opentime >= starttime and opentime < endtime then hi = max(hi,high) lo = min(lo,low) endif   buy at -close stop graphonprice lastop as "open" graphonprice lastcl as "close" graphonprice lasthi as "high" graphonprice lastlo as "low"

  Remove the ‘buy at -close stop’ when you adapt it for your strategy as that code is just for testing to prove the values are correct.

   

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  solar

  

  Vonasi

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  05/30/2019 at 1:16 AM #99686
  solar

  hi 

  Thanks a lot for your effort. I will definitely try it out.

  However I want to catpure the price movement (OHLC) from 915am to 1am the next day . On this regard , line 17 would not function as time could not be larger than 091500 and smaller than 010000 at the same time . Any solution to it ?

  Many thanks !

  

  solar

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  05/30/2019 at 1:21 AM #99688
  robertogozzi

  Replace AND with OR.

  1 user thanked author for this post.

  solar

  

  robertogozzi

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  05/31/2019 at 2:15 AM #99736
  solar

  It works well. Thanks a lot for your help.

  

  solar

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