Which weekday is Sunday – can code measure bid offer spread?

• 08/14/2023 at 11:24 AM #219030
  SkySurferBlue

  Hi

  I had code running from the beginning of this week and it had the following filter.

  If Dayofweek = 7 then

  TradeOK =0

  else

  Tradeok =1

  endif

  The code proceeded to execute a trade at market open around 10:03pm (Berlin time)

  So my filter did not stop it.

  If I change it to

  If Dayofweek >= 1 then

  TradeOK =1

  else

  Tradeok =0

  endif

  Then it did prevent the trade. But it will create other problems for my code and if Sunday is regarded as 7 then it may still place a trade.

  I do not want to let the algos trade so early at the start of the week as bid offer spreads are too wide and unpredictable.

  Is there maybe another solution where one can create code that measures the current bid offer spread to create a better filter?

  

  SkySurferBlue

  Participant

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  08/14/2023 at 12:35 PM #219031
  Nicolas

  There is no way to get the spread by code.

  In order to limit orders during the day, you can add conditions based on TIME:

  gotrade = time>=080000 if gotrade and BuyCondition then buy at market endif

  1 2 3 4 5

  gotrade = time>=080000   if gotrade and BuyCondition then buy at market endif

   

  

  Nicolas

  Keymaster

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