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Date/Time: Wed, 27 Nov 2024 08:32:43 +0000



[User Discussion] - ACSIL trade certain hours

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[2014-08-17 00:07:34]
User021827 - Posts: 174
Hi
Can I ask how to add 10 am to 4pm trading times to the code ?
And flatten at 4PM ?
I am trying to port my spreadsheet strategy over to ACSIL.

I have everything else done, but I cant figure out these things.

thanks

shane
[2014-08-17 07:12:47]
vegasfoster - Posts: 444
Didn't test, but try this. Must consider if processing at bar close and the type of bar you are using, for example non-time based bars could close after your cutoff.


if (sc.SetDefaults) {
sc.Input[0].Name = "Start Hour";
sc.Input[0].SetInt(10);
sc.Input[0].SetIntLimits(0,23);
  
sc.Input[1].Name = "Start Minute";
sc.Input[1].SetInt(0);
sc.Input[1].SetIntLimits(0,59);

sc.Input[2].Name = "End Hour";
sc.Input[2].SetInt(16);
sc.Input[2].SetIntLimits(0,23);
  
sc.Input[3].Name = "End Minute";
sc.Input[3].SetInt(0);
sc.Input[3].SetIntLimits(0,59);
}

int StartTime, EndTime, InputDate;
SCDateTime StartDateTime, EndDateTime, InputDateTime1, InputDateTime2;

InputDate = sc.BaseDateTimeIn[sc.Index].GetDate();
InputDateTime1 = sc.BaseDateTimeIn[sc.Index];
InputDateTime2 = sc.BaseDateTimeIn[sc.Index-1];

StartTime = HMS_TIME(sc.Input[0].GetInt(), sc.Input[1].GetInt(), 0);
StartDateTime = COMBINE_DATE_TIME(InputDate, StartTime);
EndTime = HMS_TIME(sc.Input[2].GetInt(), sc.Input[3].GetInt(), 0);
EndDateTime = COMBINE_DATE_TIME(InputDate, EndTime);

if (InputDateTime1 > StartDateTime && InputDateTime1 < EndDateTime)
{
INSERT TRADING CODE HERE
}

if (InputDateTime2 < EndDateTime && InputDateTime1 >= EndDateTime)
{
sc.FlattenAndCancelAllOrders();
}

Date Time Of Last Edit: 2014-08-17 07:13:38
[2014-08-17 13:30:03]
User120827 - Posts: 77
Hi

Thanks, I am not proficient at this but was able to get the "flatten" part to work.
I had to adapt because I had 2 line inputs to work around.

It took awhile, but I was able to get the times to work also.

I do appreciate your help with this. It is difficult for me after using spreadsheets.

Thank you very much for your assistance. You were extremely helpful !


regards

Shane




Date Time Of Last Edit: 2014-08-17 13:47:26

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