opentime bug or not?

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  • 02/08/2021 at 9:57 AM #160633 quote
    Paul
    Participant
    Master

    is it a bug or not?

    If using criteria like this

    ctime = opentime >= 153000 and time < 160000

// entry
if ctime then

    it still can open a trade sometimes at 000000 (assuming the rest of the code is good.)(on a 30s timeframe tested)

    Changing opentime to time fixes it.

    02/08/2021 at 10:53 AM #160641 quote
    robertogozzi
    Moderator
    Master

    OpenTime is the time when a candle opens, Time when a candle closes.

    It seems correct.

    Try this indicator:

    ctime = opentime >= 153000 and time < 160000
Return ctime
    02/08/2021 at 11:25 AM #160645 quote
    Paul
    Participant
    Master

    with that indicator, it gives value 1 often at 23:59:30 for 1 bar

    Screenshot-2021-02-08-at-11.23.56.jpg Screenshot-2021-02-08-at-11.23.56.jpg Screenshot-2021-02-08-at-11.24.09.jpg Screenshot-2021-02-08-at-11.24.09.jpg
    02/08/2021 at 11:33 AM #160649 quote
    Paul
    Participant
    Master

    same on dax & other timeframes like 5m, it’s off.

    switching to a stock, it’s ok

    strange!

    02/08/2021 at 11:53 AM #160653 quote
    robertogozzi
    Moderator
    Master

    That’s correct on a 30-second TF:

    • 23:59:30 is > 15:30:00  (OpenTime, the candle that OPENS at 15:30:00)
    • 23:59:30 is 00:00:00 when the last bar CLOSES and it’s < 16:00:00

    you probably should avoid mixing Opening and Closing times.

    Paul thanked this post
    02/08/2021 at 11:59 AM #160658 quote
    Paul
    Participant
    Master

    haha your right! I assumed you can use both, but I will stick to time and double check if I use opentime 🙂

    Thnx for the explanation!

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opentime bug or not?


ProOrder: Automated Strategies & Backtesting

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Paul @micky75d Participant
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This topic contains 5 replies,
has 2 voices, and was last updated by Paul
5 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/08/2021
Status: Active
Attachments: 2 files
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