Trade time code.

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  • 08/15/2016 at 6:13 AM #11709 quote
    Elsborgtrading
    Participant
    Veteran

    Hi guys.

    I think I did backtest this code with success, but it seems like when Live trading a position was executed this morning at 5:00. It should be straight forward but apparently it’s not?

    I cannot see what is wrong?

    Cheers Kasper

    DEFPARAM CumulateOrders = true
IF (Time >= 08000 AND Time <= 220000)then
Tradetime=1
else
Tradetime=0
endif

IF Not LONGONMARKET AND longcondition and tradetime THEN
BUY PositionSize CONTRACT AT MARKET
ENDIF

// short
IF Not SHORTONMARKET AND shortCondition and tradetime THEN
SELLSHORT PositionSize CONTRACT AT MARKET
ENDIF
    08/15/2016 at 7:16 AM #11710 quote
    JC_Bywan
    Moderator
    Master

    Hi,

    I’d say there is a missing zero,

    Time >= 08000

    vs

    Time >= 080000
    08/15/2016 at 8:50 AM #11712 quote
    Elsborgtrading
    Participant
    Veteran

    yes you are so right.. I’m such a noob.. Thanks anyway 🙂

    Cheers Kasper

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Trade time code.


ProOrder: Automated Strategies & Backtesting

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Elsborgtrading @elsborgtrading Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by Elsborgtrading
9 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/15/2016
Status: Active
Attachments: No files
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