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Trading Times

deletedaccount14122020 · 2017-04-17T07:42:03+00:00

Hello, I would appreciate any advice on the following: I want to stipulate trading times in my system as follows: SUNDAY – DO NOT TRADE MONDAY – TRADE AFTER 10.59AM TUESDAY – FRIDAY – TRADE ALL DAY I have entered the following code: ValidTime = (CurrentDayOfWeek <> 0 OR 1) MondayValidTime = (CurrentDayOfWeek = 1 ) AND ((TIME > 105900)) SundayValidTime = (CurrentDayOfWeek = 0 ) AND ((Time > 235900)) once TradeTime = 1 IF ValidTime OR MondayValidTime OR SundayValidTime THEN TradeTime = 1 ELSE TradeTime = 0 ENDIF I then have a condition set to TradeTime = 1 in my rules. This does not appear to be working….. Many thanks

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ProOrder: Automated Strategies & Backtesting
Trading Times

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04/17/2017 at 8:42 AM #32268 quote
deletedaccount14122020
Participant

New
Hello,

I would appreciate any advice on the following:

I want to stipulate trading times in my system as follows:

SUNDAY – DO NOT TRADE

MONDAY – TRADE AFTER 10.59AM

TUESDAY – FRIDAY – TRADE ALL DAY

I have entered the following code:
```
ValidTime = (CurrentDayOfWeek <> 0 OR 1)
MondayValidTime = (CurrentDayOfWeek = 1 ) AND ((TIME > 105900))
SundayValidTime = (CurrentDayOfWeek = 0 ) AND ((Time > 235900))

once TradeTime = 1

IF ValidTime OR MondayValidTime OR SundayValidTime THEN
TradeTime = 1
ELSE
TradeTime = 0
ENDIF
```
I then have a condition set to TradeTime = 1 in my rules.

This does not appear to be working…..

Many thanks
04/17/2017 at 9:12 AM #32269 quote
Elsborgtrading
Participant

Veteran
try this
```
ValidTime = (CurrentDayOfWeek <> (0 OR 1))
SundayValidTime = (CurrentDayOfWeek = 7 ) AND ((Time > 235900))
```
Nicolas thanked this post
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Trading Times

ProOrder: Automated Strategies & Backtesting

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deletedaccount14122020 @deletedaccount14122020 Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Elsborgtrading
9 years, 5 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/17/2017
Status:	Active
Attachments:	No files

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Trading Times

Stuck on this ProBuilder code?

Trading Times ProOrder: Automated Strategies & Backtesting

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Trading Times

ProOrder: Automated Strategies & Backtesting