HOURLY BIAS

• 11/06/2021 at 4:09 AM #181100
  Wolf Trades

  Hi Guys, I tried to write a code about hourly bias (from 00:00 to 10:00)  but TS doesn’t open some trade.

  It opened a trade at 01:00 and close at 02:00  CORRECT

  no opened a trade at 02:00 and close at 03:00 UNCORRECT

  It opened a trade at 03:00 and close at 04:00  CORRECT

  no opened a trade at 04:00 and close at 05:00 UNCORRECT

  can you help me?

  BIAS CODE

  Defparam CumulateOrders = false Defparam FlatAfter = 210000 Size = 1 Chiusura = 1 //dopo una barra SabatoeDomenica = OpenDayofWeek = 6 or OpenDayofWeek = 7 // dalle 00:00 alle 01:00 IF not SabatoeDomenica and CurrentTime = 000000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 010000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 01:00 alle 02:00 IF not SabatoeDomenica and CurrentTime = 010000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 020000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 02:00 alle 03:00 IF not SabatoeDomenica and CurrentTime = 020000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 030000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 03:00 alle 04:00 IF not SabatoeDomenica and CurrentTime = 030000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 040000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 04:00 alle 05:00 IF not SabatoeDomenica and CurrentTime = 040000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 050000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 05:00 alle 06:00 IF not SabatoeDomenica and CurrentTime = 050000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 060000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 06:00 alle 07:00 IF not SabatoeDomenica and CurrentTime = 060000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 070000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 07:00 alle 08:00 IF not SabatoeDomenica and CurrentTime = 070000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 080000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 08:00 alle 09:00 IF not SabatoeDomenica and CurrentTime = 080000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 090000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 09:00 alle 10:00 IF not SabatoeDomenica and CurrentTime = 090000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 100000 THEN SELL Size CONTRACTS AT MARKET ENDIF //

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96

  Defparam CumulateOrders = false Defparam FlatAfter = 210000 Size = 1 Chiusura = 1 //dopo una barra SabatoeDomenica = OpenDayofWeek = 6 or OpenDayofWeek = 7   // dalle 00:00 alle 01:00 IF not SabatoeDomenica and CurrentTime = 000000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 010000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 01:00 alle 02:00 IF not SabatoeDomenica and CurrentTime = 010000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 020000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 02:00 alle 03:00 IF not SabatoeDomenica and CurrentTime = 020000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 030000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 03:00 alle 04:00 IF not SabatoeDomenica and CurrentTime = 030000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 040000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 04:00 alle 05:00 IF not SabatoeDomenica and CurrentTime = 040000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 050000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 05:00 alle 06:00 IF not SabatoeDomenica and CurrentTime = 050000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 060000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 06:00 alle 07:00 IF not SabatoeDomenica and CurrentTime = 060000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 070000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 07:00 alle 08:00 IF not SabatoeDomenica and CurrentTime = 070000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 080000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 08:00 alle 09:00 IF not SabatoeDomenica and CurrentTime = 080000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 090000 THEN SELL Size CONTRACTS AT MARKET ENDIF // // dalle 09:00 alle 10:00 IF not SabatoeDomenica and CurrentTime = 090000 THEN BUY Size CONTRACTS AT MARKET ENDIF // IF CurrentTime = 100000 THEN SELL Size CONTRACTS AT MARKET ENDIF //

   

  

  Wolf Trades

  Participant

  Topics: 35

  Replies: 38

  Been thanked: 0 times
  11/06/2021 at 4:39 AM #181102
  PeterSt

  Do it everywhere like this and it will start to respond as expected :

   

  // dalle 00:00 alle 01:00 JustTraded = 0 IF not JustTraded and not SabatoeDomenica and CurrentTime = 000000 THEN BUY Size CONTRACTS AT MARKET JustTraded = 1 ENDIF // IF not JustTraded and CurrentTime = 010000 THEN SELL Size CONTRACTS AT MARKET JustTraded = 1 ENDIF

  1 2 3 4 5 6 7 8 9 10 11

  // dalle 00:00 alle 01:00 JustTraded = 0 IF not JustTraded and not SabatoeDomenica and CurrentTime = 000000 THEN   BUY Size CONTRACTS AT MARKET   JustTraded = 1 ENDIF // IF not JustTraded and CurrentTime = 010000 THEN   SELL Size CONTRACTS AT MARKET   JustTraded = 1 ENDIF

  

  PeterSt

  Participant

  Topics: 76

  Replies: 2798

  Been thanked: 951 times
  11/06/2021 at 9:54 AM #181107
  pror

  Defparam CumulateOrders = true ?

  

  pror

  Participant

  Topics: 1

  Replies: 26

  Been thanked: 3 times
  11/06/2021 at 10:22 AM #181112
  robertogozzi

  Sunday is 0, not 7.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 18042

  Been thanked: 4610 times
  11/06/2021 at 3:19 PM #181130
  Wolf Trades

  I Tried this way but the problem is the same.

  

  Wolf Trades

  Participant

  Topics: 35

  Replies: 38

  Been thanked: 0 times
  11/06/2021 at 3:44 PM #181131
  JohnScher

  try this

   

  td = opendayofweek = 1 or opendayofweek = 2 or opendayofweek = 3 or opendayofweek = 4 or opendayofweek = 5 tt = time >= 000000 and time <= 090000 If not onmarket and td and tt then buy at market Endif If onmarket then sell at market Endif

  1 2 3 4 5 6 7 8 9 10

  td = opendayofweek = 1 or opendayofweek = 2 or opendayofweek = 3 or opendayofweek = 4 or opendayofweek = 5 tt = time   >= 000000 and time <= 090000   If not onmarket and td and tt then buy at market Endif   If onmarket then sell at market Endif

   

  

  JohnScher

  Participant

  Topics: 45

  Replies: 338

  Been thanked: 87 times
  11/06/2021 at 4:08 PM #181132
  robertogozzi

  The OnMarket status is updated the bar AFTER a trade is closed, so line 18  will not be executed at 010000 since a trade has just been closed but will be reported next bar, at 011500, so it will be skipped. There can’t be 2 trades opened at the same time.

  This is because you set line 1 to FALSE. Set it to TRUE, instead.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 18042

  Been thanked: 4610 times
  11/06/2021 at 6:25 PM #181144
  Wolf Trades

  It’s the same, it doesn’t works.

  

  Wolf Trades

  Participant

  Topics: 35

  Replies: 38

  Been thanked: 0 times
  11/07/2021 at 12:17 PM #181161
  robertogozzi

  Firstly, OpenDayOfWeek changes when the DAILY candle changes, so:

  • now, without DST, it changes at 00:00 (Utc+1) at the same time the DAY changes
  • when DST is active, it changes at 01:00 (Utc+2), while the DAY changes as usual at 00:00 (Utc+1), so there’s ONE whole hour when it’s reported as a new DAY, but as the old DAYOFWEEK. Adding GRAPH OpenDayOfWeek will help spot it on Mondays, when the 00:00 trade is never opened.

  Secondly, as I said in my previous post, ProOrder needs a whole bar to be aware of any update uf the OnMarket status, so when at 02:00 you want to close a trade, it DOES, but it can’t open a new one because the confirmation of the exit will be received from the broker after the new bar has started forming and can be dealt with only when it closes. If you replace any BUY time with minute 1500 (or 0100 if you use a 1-minute TF) instead of 0000, everything will run smoothly.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 18042

  Been thanked: 4610 times
• Author
  Posts