Time test

Discussion in 'Strategy Development' started by Rafafa, Jan 10, 2004.

  1. Rafafa

    Rafafa

    Hi all,

    I am coding my first strategy... thanks for your experience...

    I created some condition (1 to 4) and those condition validates an order (buy, sellshort, sellshort, buyback).

    The fact is that I want the enterring orders (buy and sellshort) to be a valid signal only if they appear between a specific period of time (between 10:30 am and 12:45).

    In fact I would also appreciate to close the position as soon as we exit the time period (10:30 -> 12:45)

    Can anyone help me ?

    Thanks a lot in advance for your help;

    Rafafa
     
  2. Rafafa

    Rafafa

    If time>=DayBegin and time< DayClose then begin...

    Just a littlle disappointed that no one answered...

    Enjoy your week end,

    R
     
  3. Welcome to Elite Trader.

    Weekends are typically slower on here. Don't be discouraged.