Open and close trades strictly based on time

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  • 02/13/2019 at 2:24 PM #91288 quote
    Shitforbrains
    Participant
    Average

    Hi,

    It’s shitforbrains here again, sorry for the noob question. I’ve looked around but have not found any code that would allow me to run a system that opens a long or short position strictly based on the time of day. For example “go long or short at 09:00 and close trade at 13:00 if neither limit or stop is hit”. It would also help a lot if I could define which weekdays the system is allowed to take trades.

    Any help?

    Regards,

    02/13/2019 at 4:07 PM #91308 quote
    robertogozzi
    Moderator
    Master

    There you go:

    TradeON = (DayOfWeek >= 0 AND DayOfWeek <= 5)
IF time = 090000  AND TradeON AND Not OnMarket THEN
   BUY 1 CONTRACT AT MARKET
ENDIF
IF TIME = 130000 AND OnMarket THEN
   SELL AT MARKET
ENDIF

    For Short trades just replace BUY with SELLSHORT and SELL with EXITSHORT.

    Shitforbrains and randelissimo thanked this post
    02/14/2019 at 9:06 AM #91346 quote
    Shitforbrains
    Participant
    Average

    Thanks a lot!

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Open and close trades strictly based on time


ProOrder: Automated Strategies & Backtesting

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Shitforbrains @shitforbrains Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Shitforbrains
7 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/13/2019
Status: Active
Attachments: No files
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