Sunday data code

• 09/18/2022 at 8:48 PM #200980
  Tropic

  Hi guys, i did a very simple system that buys if close is  over yesterday Max and sells short if close is under yesterday Min. The problem is that he takes in consideration the Sunday data in that small time market is open ( in the Forex for example market session opens on Sunday at 23.00 at my GMT), so on Monday il will have a opened position based on that market Sunday small time data and i dont want this, want considerating only the data from Monday to Friday, how i solve this ? Without excluding trade on Monday possibly, thanks

   

  

  Tropic

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  09/19/2022 at 7:06 AM #200990
  robertogozzi

  Post your topic in the correct forum:
  _ ProRealTime Platform Support: only platform related issues.
  _ ProOrder: only strategy topics.
  _ ProBuilder: only indicator topics.
  _ ProScreener: only screener topics
  _ General Discussion: any other topics.
  _ Welcome New Members: for new forum members to introduce themselves.

  I moved it to ProOrder, as it deals with automated strategies.

  Thank you 🙂

  Which timeframe are you using?

   

  

  robertogozzi

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  09/19/2022 at 1:55 PM #201021
  Tropic

  Oh sorry, thank you Roberto.

  I’m testing on timeframe  h1 or h2 but. But consider that i use “dlow(1)” and “dhigh(1)” which take yesterday’s high and low regardless of the timeframe so that is not so important, i just need to exclude Sunday from reading the data

  

  Tropic

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  09/19/2022 at 3:08 PM #201028
  robertogozzi

  Then you need to replace Dlow(1) with Dlow(2) when it’s Monday (which is identified by OpenDayOfWeek = 1). Example:

  BarID = 1 IF OpenDayOfWeek = 1 THWN BarID = 2 ENDIF PriorLow = Dlow(BarID) Priorhigh = Dhigh(BarID) PriorOpen = Dopen(BarID) PriorClose = Dclose(BarID)

  1 2 3 4 5 6 7 8

  BarID = 1 IF OpenDayOfWeek = 1 THWN    BarID = 2 ENDIF PriorLow   = Dlow(BarID) Priorhigh  = Dhigh(BarID) PriorOpen  = Dopen(BarID) PriorClose = Dclose(BarID)

  

  robertogozzi

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  09/19/2022 at 3:36 PM #201030
  Tropic

  Ok nice idea it seems to work , thanks!

  Another question out of curiosity:

  Is there a way to place an order on the same current bar instead of the next bar? Because I noticed that when he finds the right condition he place order and open the trade to the next bar anyway, there is a way to do it instantly in the same bar which find condition without waiting for the next bar?

  

  Tropic

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  09/19/2022 at 3:50 PM #201036
  Nicolas

  Of course you can do that by using multi timeframe conditions, examples:

  https://www.prorealcode.com/topic/sell-same-bar-close/#post-87943

  https://www.prorealcode.com/topic/ouverture-immediate-position/#post-81939

  First approach to multi timeframe trading with ProRealTime

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  robertogozzi

  

  Nicolas

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  09/19/2022 at 4:27 PM #201043
  Tropic

  ok thanks i tried but it doesn’t work because it tells me to use multiples of the timeframe default period. If I run it on h1 default and in the code I put smaller timeframes like 1 seconds or 5 minutes it gives me the error , is there a way to avoid it?

  

  Tropic

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  09/19/2022 at 4:43 PM #201046
  robertogozzi

  If you read the links above you will learn how to use multiple timeframes.

  The DEFAULT timeframe is the one that sets the pace of execution and it is the one used on your chart and it MUST be the smallest timeframe used in your code. ALL other greater timeframes must be multiples of the default one.

  If your default Timeframe is 15 minutes, then you can use 30 minutes, 1 hour (or 60 minutes), etc… but you CANNOT use 20 minutes, as it’s not a multiple of 15.

   

   

  

  robertogozzi

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  09/19/2022 at 5:54 PM #201051
  Tropic

  hmm ok i’ll try to do in this way,  even if i dont understand why. It would have been better if it could work in both ways, PRT still has so many limitations. Thanks!

  

  Tropic

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