problem with setting market closed days

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  • #208299 quote
    pdrh
    Participant
    Average
    od=0
    Thisyear=2023
    d1=Year=Thisyear and Month=1 and day=2
    d2=Year=Thisyear and month=1 and day=26
    d3=Year=Thisyear and month=4 and day=7
    d4=Year=thisyear and month=4 and day=10
    d5=Year=thisyear and month=4 and day=25
    d6=Year=thisyear and month=6 and day=12
    d7=Year=thisyear and month=12 and day=25
    d7=Year=thisyear and month=12 and day =26
    if( d1 or d2 or d3 or d4 or d5 or d6 or d7)  then
    od=1
    Endif
    Return od
    

    I am using the above with an algo on the ASX ,which opens at 10AM AEST on trading days ,to forbid trading on closed days

    26th Jan is a closed day in Australia but my algo placed a trade and I found that

    od does not set to 1 until 10.58 when I run the closed days indicator on a 1 min chart

    What should I change in my closed days indicator

    #208300 quote
    pdrh
    Participant
    Average

    It would seem that the new day starts at GMT 0:00 everywhere in the world

    #208301 quote
    PeterSt
    Participant
    Master

    It would seem that the new day starts at GMT 0:00 everywhere in the world

    Not really because too many settings deal with this (unfortunately). For example India which is at a quarter of an hour offset from us, which I can’t wrap my head around anyway.

    Your last d7 should be d8, but won’t be the issue.

     

    od does not set to 1 until 10.58 when I run the closed days indicator on a 1 min chart

    I readily believe you because of experiences in similar reporting (so go figure). Unless others have more sensical advices, I would attempt trials and backdoor solutions. Hence :
    You are most probably right, but now what.
    (no credits for me)

    pdrh thanked this post
    #208307 quote
    GraHal
    Participant
    Master

    It would seem that the new day starts at GMT 0:00 everywhere in the world

    Are you with IG?  Although all over the world, IG may prefer a standard time to start the day hence GMT 0:00 everywhere in the world?

    Just a few thoughts before my coffee wakes me up!! 🙂

    #208308 quote
    GraHal
    Participant
    Master

    India which is at a quarter of an hour offset from us,

    India is UTC + 5:30, Netherlands is UTC+1, UK is UTC+-0

    #208333 quote
    PeterSt
    Participant
    Master
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problem with setting market closed days


ProOrder: Automated Strategies & Backtesting

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pdrh @pdrh Participant
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This topic contains 5 replies,
has 3 voices, and was last updated by PeterSt
3 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/26/2023
Status: Active
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