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Restringir días de negociación

javimt · 2016-05-01T09:56:59+00:00

Hola buenas, estaría interesado en restringir los fines de semana de mi sistema de trading. He visto que se pueden discriminar horarios de negociación, pero no encuentro cómo hacerlo para que el sistema no funcione el fin de semana. Un saludo y gracias.

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ProOrder: Trading Automático y Backtesting
Restringir días de negociación

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05/01/2016 at 10:56 AM #6285 quote

javimt
Participant

New

Hola buenas, estaría interesado en restringir los fines de semana de mi sistema de trading.

He visto que se pueden discriminar horarios de negociación, pero no encuentro cómo hacerlo para que el sistema no funcione el fin de semana.

Un saludo y gracias.

05/03/2016 at 7:45 AM #6371 quote
Nicolas
Keymaster

Legend
Hola, puede utilizar la instrucción dayofweek a unallow días de negociación. Al igual que este ejemplo de código:
```
IF buycondition AND dayofweek<>7 THEN 
  BUY 1 SHARE AT MARKET 
ENDIF
```
O bien, puede establecer varios días no comerciales como este, en una condición externa:
```
notrading = dayofweek=7 OR dayofweek=1

IF buycondition AND NOT notrading THEN 
 BUY 1 SHARE AT MARKET 
ENDIF
```
05/03/2016 at 4:11 PM #6404 quote

javimt
Participant

New

Perfecto, gracias,
Author

Posts

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Restringir días de negociación

ProOrder: Trading Automático y Backtesting

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javimt @javimt Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by javimt
10 years, 5 months ago.

Topic Details

Forum:	ProOrder: Trading Automático y Backtesting
Language:	Spanish
Started:	05/01/2016
Status:	Active
Attachments:	No files

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Restringir días de negociación

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Restringir días de negociación ProOrder: Trading Automático y Backtesting

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Restringir días de negociación

ProOrder: Trading Automático y Backtesting