timed closure of a trade

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  • #19272 quote
    Dymjohn
    Participant
    Senior

    Hi

    Can anyone help me to make a trading system close all trades at 210000 on a Friday. I can use the defparam command to close at a set time each day but I don’t want a trade left open over the weekend I’m happy for trades to remain open overnight during the week?

    dymjohn

    #19290 quote
    Elsborgtrading
    Participant
    Veteran

    Hi John.

    Try this

    IF CurrentDayOfWeek = 5 and time >=210000 then
    SELL AT MARKET
    Exitshort At market
    Endif
    

     

    Cheers Kasper

    #19372 quote
    Dymjohn
    Participant
    Senior

    Hi Casper,

    Thanks Casper, I thought the following might work but opens and closes all trades on Friday for a loss of the spread on test so not right.

    indicator9 = dayofWeek =5
    indicator10 = 210000
    c7 = (indicator9 and indicator10)
    IF c2 and c6 OR c7 THEN
    SELL AT MARKET
    ENDIF
    #19373 quote
    JC_Bywan
    Moderator
    Master

    Hello

    >> For clarity of messages on ProRealCode’s forums, please use the “insert code PRT” button to separate the text of the code part! Thank you! <<

    Be careful with use of combinations of “and” and “or”, you might want to use parenthesis to make sure the logic you really want is applied, for example : c2 and (c6 or c7) is not the same as (c2 and c6) or c7

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timed closure of a trade


ProOrder: Automated Strategies & Backtesting

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Dymjohn @dymjohn Participant
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This topic contains 3 replies,
has 3 voices, and was last updated by JC_Bywan
9 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/28/2016
Status: Active
Attachments: No files
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