Screener to check condition only between specified times?

• 10/25/2019 at 9:13 AM #111156
  robdav

  I’m trying to write a screener that checks DOpen(0) against another indicator but I only want it to evaluate the condition between a specified time, say the first 10 mins of the market open. At the moment it doesn’t seem to work.

  Start = 060000 End = 103000 IF TIME >= Start AND TIME =< End THEN Conditions... ENDIF

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  Start = 060000 End = 103000   IF TIME >= Start AND TIME =< End THEN     Conditions... ENDIF

  I have tried the above but it returns no results.

  Is what I’m trying to do possible please?

  Thanks

  Rob

  

  robdav

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  10/25/2019 at 9:48 AM #111157
  GraHal

  A suggestion … test using conditions that you know will definitely return a value between those times then you can check out that the Screener worked between those times only?

  

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  10/25/2019 at 9:52 AM #111158
  Nicolas

  In which timeframe please?

  

  Nicolas

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  10/25/2019 at 10:01 AM #111164
  robdav

  Hi Nicolas

  Daily timeframe which I guess is my problem?

  I’m trying to compare today’s open to an indicator value from two periods ago [2]

  Thanks

  Rob

  

  robdav

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  10/25/2019 at 10:21 AM #111167
  Nicolas

  Yes that’s the problem, because you check TIME that are not read in daily bar. You should split your conditions into different timeframe by using the TIMEFRAME instruction of ProScreener.

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  robdav

  

  Nicolas

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  10/25/2019 at 10:40 AM #111170
  robdav

  I think I’m with you 🙂

  So I check the daily indicator value on the daily timeframe and DOpen(0) on a lesser timeframe, like an hour?

  

  robdav

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  10/25/2019 at 10:44 AM #111171
  Nicolas

  Forget what I said in my last post, Dopen(0) is a value that can test in any timeframe. So just use the same code that you did but on a timeframe that read the TIME you set on its bar close.

  e.g. 103000 is a time read only starting at timeframe 30 minutes (and below obviously).

  

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  10/25/2019 at 1:31 PM #111200
  robdav

  Hi Nicolas

  I’m struggling and would appreciate some help please.

  I have coded a dummy ProOrder system with GRAPH statements similar to what is in the SCREENER. I can verify the conditions being met/correct but I cannot get the SCREENER to return any values.

  I am executing both the ProOrder system and the screener on a 1 minute chart.

  What am I doing wrong please?

  Thanks
  Rob

  GRAPH check

  DEFPARAM CUMULATEORDERS = False //EMA[2] from dailt chart timeframe(daily) EMA2 = ExponentialAverage[2] //Daily SMA smad20 = average[21] timeframe(default) //dummy order condition IF smad20=-100 THEN BUY AT MARKET ENDIF GRAPH DOpen(0) as "Daily Open(0)" GRAPH EMA2 as "Daily EMA 2" GRAPH Close as "Close"

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  DEFPARAM CUMULATEORDERS = False   //EMA[2] from dailt chart timeframe(daily) EMA2 = ExponentialAverage[2]   //Daily SMA smad20 = average[21]   timeframe(default)   //dummy order condition IF smad20=-100 THEN BUY AT MARKET ENDIF   GRAPH DOpen(0) as "Daily Open(0)" GRAPH EMA2 as "Daily EMA 2" GRAPH Close as "Close"

  SCREENER code

  // Time to check the condition CheckTime = 090000 // Flag setup Flag = 0 // EMA[2] from Daily chart timeframe(daily) EMA1 = ExponentialAverage[2] timeframe(default) // Daily open value DaOpen = DOpen(0) // To go short IF (TIME = CheckTime) THEN IF DaOpen >= EMA1 THEN Flag = 2 ENDIF ENDIF // To go long IF (TIME = CheckTime) THEN IF DaOpen <= EMA1 THEN Flag = 1 ENDIF ENDIF SCREENER[Flag](Flag AS "1=Buy 2=Sell")

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  // Time to check the condition CheckTime = 090000   // Flag setup Flag = 0   // EMA[2] from Daily chart timeframe(daily) EMA1 = ExponentialAverage[2]   timeframe(default)   // Daily open value DaOpen = DOpen(0)   // To go short IF (TIME = CheckTime) THEN IF DaOpen >= EMA1 THEN Flag = 2 ENDIF ENDIF   // To go long IF (TIME = CheckTime) THEN IF DaOpen <= EMA1 THEN Flag = 1 ENDIF ENDIF   SCREENER[Flag](Flag AS "1=Buy  2=Sell")

   

  

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  10/25/2019 at 1:38 PM #111204
  Nicolas

  I get plenty of results by using the screener on a 1-hour timeframe.

  At the time I write this post, there is 337 elapsed 1-minute bars since 9 o’clock this morning, with a limitation of 254 bars in ProScreener, there is no way for your code to return something..

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  robdav

  

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  10/25/2019 at 1:56 PM #111211
  robdav

  Of course, I forgot about that limit!

  Thanks again.

  

  robdav

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