Trade only from 7.45 am untill 18.00 pm

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  • 06/03/2016 at 10:05 PM #8779 quote
    Pjotterd
    Participant
    Average

    Hi, I want to set up automated trading, but I only want to do this with a strategy that is working daily from 7.45 AM untill 18.00 PM. Is this possible to set up? Thanks in advance.

    06/04/2016 at 12:21 AM #8781 quote
    Adolfo
    Participant
    Senior

    Yes it is!

    IF TIME>=074500 AND TIME<180000 THEN
Trading=1
ELSE
Trading=0
ENDIF

    Just add “if trading=1” to your condition to enter market

    cheers

    06/04/2016 at 12:23 AM #8782 quote
    Adolfo
    Participant
    Senior

    There is another way to even exit at market if end time reach.

    DEFPARAM FLATBEFORE = 074500
DEFPARAM FLATAFTER = 180000

    Advise: those lines must be at first lines before code

    06/04/2016 at 9:57 AM #8786 quote
    Pjotterd
    Participant
    Average

    Thanks guys! It works!

    06/05/2016 at 1:32 AM #8804 quote
    grizzly
    Participant
    Average

    I’ve never tried, but is there a way to Conditionalise DEFPARAM FLATAFTER so that if a position in profit is open, it won’t close ?

    06/05/2016 at 9:35 AM #8806 quote
    GraHal
    Participant
    Master

    Yes I need this too Grizzly, but something like the opposite …

    If position is at Loss < – L then don’t close until time T or Loss > 0

    Logic being that without above condition you may be closing near the bottom of a short term cycle / wave which may recover somewhat in  1 or 2 hours.

    Thanks

    GraHal

    06/05/2016 at 9:47 AM #8808 quote
    Nicolas
    Keymaster
    Master

    @grizzly and @GraHal

    With POSITIONPERF you can easily test if the actual positions are in profit. If so, make a conditional statement to close the basket or not accordingly to the present time.

    06/05/2016 at 10:04 AM #8811 quote
    GraHal
    Participant
    Master

    Hi Nicolas, thanks

    Yes I use Positionperf a lot, it is very very useful.

    2 days ago one of my positions closed under a FlatAfter rule with a near £2,500 loss (it was only Demo!)  I checked after and it would have recovered a few hours later.

    So it was the above that prompted my question after Grizzly asking also.

    Its just that I have started using Strategies in French etc and so tweaking existing code (to add Positionperf) is not straightforward (I am english only), but I’ll get there with the help of google translate and learn French also! ha

    Cheers

    GraHal

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Trade only from 7.45 am untill 18.00 pm


ProOrder: Automated Strategies & Backtesting

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Pjotterd @pjotterd Participant
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This topic contains 7 replies,
has 5 voices, and was last updated by GraHal
9 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/03/2016
Status: Active
Attachments: No files
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