I would like to trade around the time Europe opens (say 8.30 – 11.00 West-European time) and around the time the US opens (say 15.00 – 16.30 in West European time)
I can write:
DEFPARAM FLATBEFORE = 083000
DEFPARAM FLATAFTER = 110000
and that works fine for that timeslot.
But when I double this to
DEFPARAM FLATBEFORE = 083000
DEFPARAM FLATAFTER = 110000
DEFPARAM FLATBEFORE = 150000
DEFPARAM FLATAFTER = 163000
things go wrong.
How to write two timeslots per day? Thanks!
JSParticipant
Master
Hi
@Vogeltje
You can try this…
TimeSlot1 = 0
TimeSlot2 = 0
If OpenTime >= 083000 and OpenTime <= 110000 then
TimeSlot1 = 1
ElsIf OpenTime >= 150000 and OpenTime <= 163000 then
TimeSlot2 = 1
EndIf
So it means also, that if you are not in any of the time slot, you have to force exit orders (and not put any new pending ones), like the FLATBEFORE and FLATAFTER are used for.
Thanks JS and Nicolas.
I have added a condition and written as the code:
//two timeslots
TimeSlot1 = 0
TimeSlot2 = 0
If OpenTime >= 083000 and OpenTime <= 110000 then
TimeSlot1 = 1
ElsIf OpenTime >= 150000 and OpenTime <= 163000 then
TimeSlot2 = 1
EndIf
//Condition timeslots
c1= TimeSlot1 = 1 OR TimeSlot2 = 1
Working with this condition works just fine.
By the way, I tried skipping:
TimeSlot1 = 0
TimeSlot2 = 0
but then it is not working. I do not really understand why TimeSlot1 = 0 is necessary. I think Prorealcode does not need to declare a variable. So, why is it not enough to declare
If OpenTime >= 083000 and OpenTime <= 110000 then
TimeSlot1 = 1 ?
I see a lot of examples where a variable is first declared 0, so this is not clear to me….
JSParticipant
Master
If you do not set the variable (TimeSlot) to zero (0) at the beginning of your code, then once True (1), it will always remain True (1).
When the “TimeSlot” meets the correct times, it is set to 1 (True) and if not, it is reset (at the beginning of the code) to 0 (False)
1 = True
0 = False
So, you could also write your condition like this:
C1 = TimeSlot1 or TimeSlot2
A ha great JS, that is really helpful. I think now I can use this kind of setup myself more often!
Hi JS, the ProRealTime Programming guide writes ( page 15):
IF Close > Average[20](Close) THEN
Result = 1
ENDIF
and comments: IF Price > 20-period moving average then Result is 1, otherwise Result = 0.
The way I read it, the Result is always put back to 0 . Why is this wrong?
If have written the code for using two timeslots to trade and two other slots to end the trade. This code works.
// Twee timeslots om te handelen
TimeSlot1 = 0
TimeSlot2 = 0
TimeSlot3 = 0
TimeSlot4 = 0
If OpenTime >= 083000 and OpenTime < 110000 then
TimeSlot1 = 1
ElsIF OpenTime >= 110000 and OpenTime < 150000 then
TimeSlot2 = 1
ElsIf OpenTime >= 150000 and OpenTime < 163000 then
TimeSlot3 = 1
ElsIf OpenTime >= 163000 and OpenTime <= 220000 then
TimeSlot4 = 1
EndIf
//Conditie timeslots
c1 = TimeSlot1 = 1 OR TimeSlot3 = 1
c2 = TimeSlot2 = 1
c3 = TimeSlot4 = 1
For opening a long or shorttrade the c1 is added. For closing the positions when the time is finished add c2 OR c3 to the exitcode.
That statement is incorrect, that code will only set RESULT to 1 when the condition is evaluated true, otherwise RESULT will remain unchanged.
Set RESULT=0 before that code snippet.
I have no idea what you are saying Roberto. The above code from day 10/21 is working. It does not speak about a RESULT. And what means “before that snippet”?
JSParticipant
Master
Hi @Vogeltje
Roberto’s comment was about your previous statement.
If Close > Average[20](Close) then
Result = 1
EndIf
It was about “automatically” restoring Result = 1 to Result = 0
As you probably already know, the restore is not “automatic” but you have to reset the result to 0 yourself before the start of your code (code snippet) with for example:
Result = 0
If Close > Average[20](Close) then
Result = 1
EndIf
…
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