Code to make strategy work within specific times?

TDTOS

Member
I am curious if line or two of code can change a strategy to only take trades between certain hours? Wanting to take trades between 1030am to 330pm EST and nothing else outside of that.

If anyone is able to help out, that would be great!
 
Code:
input startTime = 1030;
input endTime = 1530;

def tradeTimeWindow = if secondstilltime(endTime) > 0 and secondsfromtime(startTime)>=0 then 1 else 0;
 
Last edited:

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i use this template:

Code:
input EnableStrategy = yes; #hint EnableStrategy: Enable or Disable the strategy
input UseMarketTime = no; #hint UseMarketTime: When UseMarketTime is true the Strategy simulates trades from TradeTimeStart to TradeTimeEnd
Input UseTradeOffTradeTime = no; #hint UseTradeOffTradeTime: When UseTradeOffTradeTime is true the Strategy simulates trades from TradeTimeEnd to TradeTimeStart
input TradeTimeStart = 0930;
input TradeTimeEnd = 1600;
input UseMarketTradeTimeToExitPositions = no;#hint UseMarketTradeTimeToExitPositions: When UseMarketTradeTimeToExitPositions is true the Strategy will close any open positions at TradeTimeEnd
input UseDateRange = no; #hint UseDateRange: Strategy simulate trades within the date range specified
input ActiveStartDate = 20230101;
input ActiveEndDate = 20240101;

def activedaterange = GetYYYYMMDD() >= ActiveStartDate and GetYYYYMMDD() <= ActiveEndDate;
def activerange = if UseDateRange then  activedaterange else 1;

AddLabel(UseDateRange, if UseDateRange then "Range " + asPrice(ActiveStartDate) + " - " + asPrice(ActiveEndDate) else ""  , Color.WHITE );

##################################################################################
#######################    ActiveTradeTime            ############################
##-------------------------------------------------------------------------------------

def Active = if GetDay() != GetDay()[1] then 0  else if SecondsTillTime(TradeTimeStart) <= 0 and  SecondsTillTime(TradeTimeEnd) >= 0  then 1 else 0;
def ActiveTradeTime = if UseTradeOffTradeTime then !Active else if UseMarketTime then if SecondsTillTime(TradeTimeStart) <= 0 and SecondsTillTime(TradeTimeEnd) >= 0  then 1 else 0 else 1;
def closeallmarket =   ( if UseMarketTime and UseTradeOffTradeTime then ActiveTradeTime[1] and !ActiveTradeTime and UseMarketTradeTimeToExitPositions else  !ActiveTradeTime and ActiveTradeTime[1])  and UseMarketTradeTimeToExitPositions;
AddLabel(UseMarketTime, if ActiveTradeTime then "Active " + asPrice(TradeTimeStart) + " - " + asPrice(TradeTimeEnd) else ""  , Color.WHITE );


##-------------------------------------------------------------------------------------
##################################################################################
AddOrder(OrderType.BUY_TO_CLOSE, EnableStrategy  and  closeallmarket, tickcolor = GetColor(1), arrowcolor = GetColor(1), name =  "BxEdt@ " + open[-1]) ;
AddOrder(OrderType.SELL_TO_CLOSE, EnableStrategy and  closeallmarket, tickcolor = GetColor(1), arrowcolor = GetColor(1), name =  "SxEdt" + open[-1]);
AddOrder(OrderType.BUY_TO_CLOSE, EnableStrategy  and  !activerange, tickcolor = GetColor(1), arrowcolor = GetColor(1), name =  "BxRange@ " + open[-1]) ;
AddOrder(OrderType.SELL_TO_CLOSE, EnableStrategy and  !activerange, tickcolor = GetColor(1), arrowcolor = GetColor(1), name =  "SxRange@" + open[-1]);

##################################################################################
##################################################################################
 

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