No new trades at time / existing trades don't close

• 02/15/2018 at 9:53 AM #62797
  RoLaDay

  Hello,

  is it possible that there are no new trades opened by the system at 22 o clock but the positions which are still open will not be closed?

  Thanks a lot

  

  RoLaDay

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  02/15/2018 at 10:59 AM #62801
  robertogozzi

  No position is closed until you tell the system to.

  You may use SELL/EXITSHORT or DEFPARAM FLATAFTER.

  

  robertogozzi

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  02/15/2018 at 11:32 AM #62805
  RoLaDay

  Hello,

  I don’t use DEFPARAM flatafter but I use DEFPARAM flatbefore. So the system closes at 000000. That’s what I told the system so I understand that.

  But how can I tell otherwise that the first trade should not be opened before 10 o clock and run till the stop or target is reached (maybe that can take even some days)

  

  RoLaDay

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  02/15/2018 at 12:43 PM #62824
  robertogozzi

  You shouldn’t use either DEFPARAM FLATBEFORE nor DEFPARAM FLATAFTER. You should, instead, use variables to set your desidered time interval.

  ONCE NoEntryBefore = 100000 ONCE NoEntryAfter = 180000 . . IF time >= NoEntryBefore AND time <= NoEntryAfter THEN BUY/SELLSHORT.... ENDIF . .

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  ONCE NoEntryBefore = 100000 ONCE NoEntryAfter  = 180000 . . IF time >= NoEntryBefore AND time <= NoEntryAfter THEN    BUY/SELLSHORT.... ENDIF . .

   

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  03/02/2018 at 8:16 AM #64208
  David

  This is what I’m trying to use but I have a problem or I moreover I believe PRT has a problem.

  My platform is set the Australian Eastern Standard Time and I don’t want any trades to open on Saturday after 05000. It sort of works with the TIME function but it also stops trades on Friday. I’ve tried to set endOfWeek = 6 but that doesn’t work. Am I missing something simple? Or is this really a PRT time/day issue?

  // No trades on Monday until 12 Midday startOfweek = 0 startHour = 120000 // If use this code it stops trades from opening on Saturday but for some reason also Friday until midnight? endOfWeek = 5 // endHour = 050000 IF (CurrentDayOfWeek = startOfweek AND time < startHour ) OR (CurrentDayOFWeek = endOfWeek AND time > endHour) THEN tradingHours = 0 ELSE tradingHours = 1 ENDIF IF NOT ONMARKET AND tradingHours = 1 THEN BUY 1 CONTRACT AT MARKET ENDIF IF ONMARKET THEN SELL 1 CONTRACT AT MARKET ENDIF SET TARGET pPROFIT 10 SET STOP pLOSS 10

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  // No trades on Monday until 12 Midday startOfweek = 0 startHour = 120000   // If use this code it stops trades from opening on Saturday but for some reason also Friday until midnight? endOfWeek = 5 // endHour = 050000   IF (CurrentDayOfWeek = startOfweek AND time < startHour ) OR (CurrentDayOFWeek = endOfWeek AND time > endHour) THEN tradingHours = 0 ELSE tradingHours = 1 ENDIF   IF NOT ONMARKET AND tradingHours = 1 THEN BUY 1 CONTRACT AT MARKET ENDIF   IF ONMARKET THEN SELL 1 CONTRACT AT MARKET ENDIF   SET TARGET pPROFIT 10 SET STOP pLOSS 10

   

   

   

   

   

   

   

  

  David

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  03/02/2018 at 10:29 AM #64213
  GraHal

  Isn’t below your problem? Where is your Sell condition??  Aren’t you exit /  Sell at the next bar after Entry or maybe even Buy then Sell one after the other in the same Bar?

   

  IF ONMARKET THEN SELL 1 CONTRACT AT MARKET ENDIF

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  IF ONMARKET THEN SELL 1 CONTRACT AT MARKET ENDIF

   

  

  GraHal

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  03/02/2018 at 11:25 AM #64217
  robertogozzi

  Monday is 1, while 0 is Sunday.

  I tested it on Aud/Nzd, h1 and the output (with GRAPH) is:

  • at 22:00 UTC+0 both DayOfWeek and OpenDayOfWeek (or CurrentDayOfWeek) return the same value (0=sunday, 1=monday,…)
  • at 23:00 UTC+0 OpenDayOfWeek returns the current day (0 on Sunday,…) while DayOfWeek returns the next day (1 on Sunday, 2 on monday,…)

  it appears that the discriminating factor is 23:00 UTC+0 (00:00 CET).

   

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  03/02/2018 at 12:11 PM #64221
  David

  Robert thanks for checking with your set timezone. I thought this would be the case so this to me reconfirms this is a IG PRT issue with Days timezone.

  Please remember for me the Monday is working fine with it set to “0” even though I know technically this is Sunday but it works, that’s what’s important (note setting DayOfWeek = 1 : doesn’t work) but my major issue is the Friday and Saturday problem.

  As you can see on Friday after it stops making trades and then on Saturday at 00:00 it starts making again but then stops at 050000 as it’s supposed to by why does it stop trading on Friday? It shouldn’t.

  Grahal yes you’re sought of right (I suggest you re-read my problem description ), the code SELL ON MARKET is somewhat superfluous because there’s the pProfit/pLoss but I’ve included to make sure it closes the position every hour so that we can see when it is or isn’t working to execute BUY as per the time instructions. The problem is that it doesn’t execute BUY trades on Friday after 11:00 AEST but it should.

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  David

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  03/02/2018 at 1:02 PM #64225
  robertogozzi

  As for ONMARKET, it takes one candle to be true, so your code will allow one bar before any trade is closed.

  To close immediately after a BUY within the same candle the code should be:

  IF NOT ONMARKET AND tradingHours = 1 THEN BUY 1 CONTRACT AT MARKET SELL 1 CONTRACT AT MARKET //or just SELL AT MARKET, since no partial closing is allowed so far ENDIF

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  IF NOT ONMARKET AND tradingHours = 1 THEN    BUY 1 CONTRACT AT MARKET    SELL 1 CONTRACT AT MARKET //or just SELL AT MARKET, since no partial closing is allowed so far ENDIF

  even if I can’t figure out what use it would be, unless for some debugging purposes.

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  robertogozzi

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  03/02/2018 at 10:36 PM #64244
  MaoRai54

  hi guys

  I’m a rookie, but I think there isn’t a ZERO day.

  Monday is 1

  sunday is 7

   

  that’s what I knew.

  Am I wrong ?

   

  

  MaoRai54

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  03/03/2018 at 11:13 AM #64267
  robertogozzi

  To check values for days, simply run this strategy and take note of what GRAPH reports (the last 3 lines are useless, they do nothing but ate least one Buy is required by PRT):

  GRAPH CurrentDayOfWeek GRAPH OpenDayOfWeek GRAPH DayOfWeek if close < 0 then buy at market endif

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  GRAPH CurrentDayOfWeek GRAPH OpenDayOfWeek GRAPH DayOfWeek if close < 0 then    buy at market endif

   

  

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  03/03/2018 at 4:55 PM #64300
  GraHal

  Thanks Roberto ( as always! ) seems Sunday is 0 and Friday is 5 and this aligns with the PRT Notes

  

  GraHal

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