Exclude trading over Summer/Dec

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    K12AN
    Participant
    Junior

    Is there a way prevent trading over Summer (June-August) and December?

    If I can select specific weeks then that is even better – as I would ideally stop on 2nd Week of June and resume on 2nd week of Sept.

    Similarly I would stop on 2nd week of Dec and resume in 2nd Week of Jan.

    #8883 quote
    Adolfo
    Participant
    Senior

    To exclude full months is something like this:

    IF MONTH>=6 AND MONTH<=8 OR MONTH = 12 THEN //No trading june - august, and december
    TRADING = 0
    ELSE
    TRADING = 1
    ENDIF

    I don’t know if you can set “intramonth days”.

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Exclude trading over Summer/Dec


ProOrder: Automated Strategies & Backtesting

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K12AN @k12an Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Adolfo
9 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/06/2016
Status: Active
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