Multiple trading times per day

• 04/11/2019 at 3:28 PM #96114
  Sascha

  Hi,

  I would like to setup several trading times per day.

  With the simplified creation you can only set up one time to not trade before and one time to not trade after (ie. trade between 6am – 4pm)

  However, I would like to have no trading from midnight until 6am. Then trade from 6am – 11am. No trading between 11am-12pm. And then trading between 12pm – 5:30pm.

  I tried to create a code but it doesn’t work.  So there must be a mistake.

  Any help very much appreciated.

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 173000 // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryBeforeTime = 060000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 11000 timeEnterAfter = time < noEntryAfterTime noEntryBeforeTime2 = 120000 timeEnterBefore2 = time >= noEntryBeforeTime2 // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime2 = 173000 timeEnterAfter2 = time < noEntryAfterTime2

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 173000   // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryBeforeTime = 060000 timeEnterBefore = time >= noEntryBeforeTime   // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 11000 timeEnterAfter = time < noEntryAfterTime   noEntryBeforeTime2 = 120000 timeEnterBefore2 = time >= noEntryBeforeTime2   // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime2 = 173000 timeEnterAfter2 = time < noEntryAfterTime2

   

   

  

  Sascha

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  04/11/2019 at 3:29 PM #96115
  robertogozzi

  line 11 misses a final “0”

  

  robertogozzi

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  04/11/2019 at 3:37 PM #96116
  robertogozzi

  There you go:

  IF time >= 090000 AND time <= 110000 THEN //trade from 9 to 11 TradingON = 1 ELSIF time >= 130500 AND time <= 150000 THEN //trade from 13:05 to 15 TradingON = 1 ELSIF time >= 163000 AND time <= 190000 THEN //trade from 16:30 to 19 TradingON = 1 ELSE TradingON = 0 //do not trade outside above time ranges ENDIF

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  IF time >= 090000 AND time <= 110000 THEN     //trade from 9 to 11    TradingON = 1 ELSIF time >= 130500 AND time <= 150000 THEN  //trade from 13:05 to 15    TradingON = 1 ELSIF time >= 163000 AND time <= 190000 THEN  //trade from 16:30 to 19    TradingON = 1 ELSE    TradingON = 0                             //do not trade outside above time ranges ENDIF

  Add TradingON to your conditions to enter a trade.

  

  robertogozzi

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  04/12/2019 at 12:30 AM #96193
  Sascha

  Thank you very much Roberto!

  

  Sascha

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  09/26/2019 at 6:00 PM #108625
  Fran55

  Hi.

   

  I need this Code… But i need that os operation is opened un a period It will remain open when periodo is closed.

  And that can open a position un another period and accumulate with the previous one.

   

  Thanks!

  

  Fran55

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  09/26/2019 at 6:12 PM #108626
  GraHal

  Link to above Roberto code added as Log 173 here …

  Snippet Link Library

  1 user thanked author for this post.

  robertogozzi

  

  GraHal

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