Trigger Strategy at specific times

Viewing 2 posts - 1 through 2 (of 2 total)

Author

Posts

09/25/2021 at 8:01 PM #178407 quote

Participant

Senior

Hi,

Id like to modify my code to trade between 2 specific time frames per day; I’d like the system to be active from:
1) 2:30pm – 6pm and;
2) 8:15pm – 830pm.

I’d like to have flexibility to change this of course.

Can anyone help?

Thanks

// Prevents the system from creating new orders to enter the market or increase position size before the specified time
noEntryBeforeTime = 143000
timeEnterBefore = time >= noEntryBeforeTime

// Prevents the system from placing new orders to enter the market or increase position size after the specified time
noEntryAfterTime = 203000
timeEnterAfter = time < noEntryAfterTime

// Prevents the system from placing new orders on specified days of the week
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

//timeframe (10 minute, updateonclose)

//max orders each day

if intradaybarindex=0 or day<>day[1] then

orderscount=0

endif

allowtrading=orderscount<maxDayOrder and timeenterbefore and timeenterafter and not daysforbiddenentry

09/25/2021 at 8:46 PM #178409 quote

robertogozzi

Moderator

Legend

Try this one (not tested):

// Prevents the system from creating new orders to enter the market or increase position size before the specified time
noEntryBeforeTime = 143000
timeEnterBefore = time >= noEntryBeforeTime
noEntryBeforeTime2 = 201500
timeEnterBefore2 = time >= noEntryBeforeTime2

 
// Prevents the system from placing new orders to enter the market or increase position size after the specified time
noEntryAfterTime = 180000
timeEnterAfter = time < noEntryAfterTime
noEntryAfterTime2 = 203000
timeEnterAfter2 = time < noEntryAfterTime2

 
// Prevents the system from placing new orders on specified days of the week
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
 
//timeframe (10 minute, updateonclose)
 
//max orders each day
 
if intradaybarindex=0 or day<>day[1] then
 
orderscount=0
 
endif
 
allowtrading=orderscount<maxDayOrder and ((timeenterbefore and timeenterafter) or  (timeenterbefore2 and timeenterafter2))   and not daysforbiddenentry