Strategies action timeframe

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  • 03/24/2023 at 5:59 PM #212077 quote
    Edoardo
    Participant
    New

    Hello guys.

    If I wanted to modify one or more strategies that are on this site by limiting the action timeframe (for example: only trading from Monday to Friday, from 08:30 to 12:00 and from 14:00 to 18:00), how should I proceed with the code?

    In other words, (i) is there a standard formula to use (copy and paste), and (ii) in which part of the code should I exactly paste this formula (at the end before the closing formula)?

    Thanks in advance.

    Edo

    03/24/2023 at 6:06 PM #212078 quote
    robertogozzi
    Moderator
    Master

    There you go:

    ONCE startT = 000000               //Starting TIME
ONCE endT   = 240000               //Ending TIME
TimeRef     = OpenTime             //replace with TIME if needed
DayRef      = OpenDayOfWeek        //replace with DAYOFWEEK if needed
//
td0         = 0 AND DayRef = 0 AND TimeRef >= startT AND TimeRef <= endT //Sun
td1         = 1 AND DayRef = 1 AND TimeRef >= startT AND TimeRef <= endT //Mon
td2         = 1 AND DayRef = 2 AND TimeRef >= startT AND TimeRef <= endT //Tue
td3         = 1 AND DayRef = 3 AND TimeRef >= startT AND TimeRef <= endT //Wed
td4         = 1 AND DayRef = 4 AND TimeRef >= startT AND TimeRef <= endT //Thu
td5         = 1 AND DayRef = 5 AND TimeRef >= startT AND TimeRef <= endT //Fri
td6         = 0 AND DayRef = 6 AND TimeRef >= startT AND TimeRef <= endT //Sat
tdCond      = td0 OR td1 OR td2 OR td3 OR td4 OR td5 OR td6

    Days are identified from 0 (Sunday) through 6 (Saturday), to disable, say WEDNESDAY, set td3 = 0.

    Add tdCond to your entry conditions.

    Edoardo and Midlanddave thanked this post
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Strategies action timeframe


ProOrder: Automated Strategies & Backtesting

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Edoardo @sparrowhawk Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
2 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/24/2023
Status: Active
Attachments: No files
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