flatbefore / flatafter in a daily timeframe?

• 03/09/2018 at 1:01 PM #64901
  Despair

  I got an interesting suggestion from IG support (not PRT support but IG) to my problem that often strategies were stopped monday morning because PRT sends orders too early to a market that is still closed.

  The support suggested to use flatbefore/flatafter to solve this and this might be solution. I thought that this to commands were not available when running a strategy on daily bars.

  
  @Nicolas: Can you confirm that this commands also work on daily bars? So for example when I want the strategy to place a limit order monday 9:00 but the strategy runs on daily bars. Will this work in that way that the strategy really places the order at 9:00 and not before if i include the line:

  defparam flatbefore=090000

  1	defparam flatbefore=090000

   

   

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  GraHal

  

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  03/09/2018 at 1:25 PM #64903
  Nicolas

  It should works in a daily timeframe if this time is tested by the daily bar at its Close.  I’ll try to confirm this assumption, this afternoon.

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  GraHal

  

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  03/09/2018 at 4:32 PM #64921
  Nicolas

  FlatAfter and FlatBefore are not useful in a daily timeframe, I just had confirmation that these instructions are useless on any timeframe that are not ‘intraday’ ones.

  

  Nicolas

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  03/09/2018 at 9:09 PM #64935
  Despair

  OK, then it was like I thought. 🙁 Then only IT-Finance can solve the problem with orders that are send too early.

  Thank you very much for this confirmation Nicolas!

  

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  03/09/2018 at 9:49 PM #64937
  Nicolas

  Your problem with what you think about orders sent too early on Monday morning is not a problem on PRT side but with the broker, as it has already been said by the PRT support team.

  

  Nicolas

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  03/09/2018 at 9:53 PM #64938
  Despair

  It is obviously a problem in the communication between IG and PRT.

  The only thing that I say is that it is not possible to fix it from my side as it looks like. And if I’m wrong with that, I’d be VERY grateful if somebody could tell what to do to avoid the problem!

  

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  08/31/2020 at 9:12 AM #143030
  steviaggi

  Perhaps the answer is now obsolete.

  Now that multi-timeframe is available, you can use daily timeframe to calculate conditions and intraday timeframe to execute orders, so flataftfer\flatbefore (or other conditions of the variable time) can work.

  

  steviaggi

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