Trading times impossible to set

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  • #72248 quote
    Lorenzo47
    Participant
    Average

    Hi everyone,

    I’m today facing a problem I can’t explain… In order to set trading times with ProBuilder, I usually use this code which works for me:

    // x is a value returned at the end
    
    MyCondition = Time < 090000 AND Time > 190000
     
    IF MyCondition THEN
     x = 0
    ENDIF

    Right here, I believe we’ll all agree, but in my code I can’t set these  “time preferences” (not before 090000 and not after 190000).  I can let it run during the night very easily (from 190000 to 090000), or if I set the values I want, then it seems to ignore them.. There’s a mistake somewhere and if anyone could help me it would be amazing!

    Here’s my code “not caring” about my time preferences :

    TradingTimes = 190000 < Time AND Time < 090000
    
    // Allowing trading
    IF VolatilityConditions THEN
    allows = 1
    ELSE
    allows = 0
    ENDIF
    
    // Long loop
    IF (x <> 0) AND (High < (x + 0.0012)) THEN
    y = 0
    ELSE
    x = 0
    ENDIF
    
    // Short loop
    IF (y <> 0) AND (Low > (y - 0.0012)) THEN
    x = 0
    ELSE
    y = 0
    ENDIF
    
    IF TradingTimes THEN
    x = 0
    y = 0
    ELSE
    IF allows THEN
    
    // Long opening
    c1 = (pSAR[1] > High[1])
    c2 = (High > pSAR[1])
    
    IF c1 AND c2 THEN
    x = pSAR[1]
    ENDIF
    
    // Short opening
    c3 = (pSAR[1] < Low[1])
    c4 = (Low < pSAR[1])
    
    IF c3 AND c4 THEN
    y = pSAR[1]
    ENDIF
    ENDIF
    ENDIF
    
    RETURN x, y

    PS : I’m trying to build a strategy with this code as indicator, that’s why it might seem totally useless so far but I can’t start backtesting to improve it before fixing this time issue… (it’s obviously messing up all the startegy).

    Thank you by advance for helping 🙂

    #72252 quote
    robertogozzi
    Moderator
    Master

    The first part of line 1 should read TIME > 190000.

    #72255 quote
    Lorenzo47
    Participant
    Average

    Hi Roberto,

    Thank for your answer, it wouldn’t change anything. I don’t know why I wrote it like that in my post but in my code it’s written your way :

    TradingTimes = Time > 190000 AND Time < 090000

    Sorry for this mistake. I’ll be still waiting for your ideas 🙂

    #72257 quote
    JC_Bywan
    Moderator
    Master

    A variable can’t be simultaneously lower than 90000 and higher than 190000, even if in your mind it’s a continuous clock time ending at 240000 with continuity at 0, in the space of real numbers what your really want for night trading times is a subset made of 2 distinct intervals [0;090000] [190000;240000], so try replacing your “and” with “or”:

    TradingTimes = Time > 190000 OR Time < 090000
    Lorenzo47 thanked this post
    #72261 quote
    Lorenzo47
    Participant
    Average

    Hello NoobyWan,

    Thank you so much! It works perfectly! I think I’ve been working on it for too long, and I couldn’t see anything anymore. Thank you so much once again.

    Btw, really nice username 😉

    JC_Bywan thanked this post
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Trading times impossible to set


ProOrder: Automated Strategies & Backtesting

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Lorenzo47 @lorenzo47 Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by Lorenzo47
7 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/04/2018
Status: Active
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