Regular defined exit date

I’d like to come up with a function which is very important for futures traders.

I hope user can specify to set a regular exit date, for example, the third Wednesday or Friday of every month, the second or fourth Monday of every month and so on.

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  • Votes +4
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None
  • Milestone Archived (To be done later)

History

TM
#1

tmatejka.

19.10.2018 20:22

Task created

SC
#2

fxchess

23.10.2018 08:06
Voted for this task.
YT
#3

syctseng

23.10.2018 08:11
Voted for this task.
w
#4

Wesley

23.10.2018 08:57
Voted for this task.
MF
#5

Mark Fric

23.10.2018 18:27

Milestone changed from None to To be done later

RL
#6

rickliao

01.12.2018 07:13

Attachment _Today_Is_Settle_Day.pla added

I proposed this feature request to Tomas, thanks Tomas posted here.

This is very important to futures traders.

Since every futures contract has different settlement date, we need a functionality to avoid unreal historical price gaps in backtest.

I attached a Multicharts function for development team reference. I use it for Multicharts backtest.

Maybe you can add a functionality by transferring it in SQX.


In this case, the regular settlement date is third Wednesday of every month.

 

RL
#7

rickliao

01.12.2018 14:34

Attachment _isSettlementDay.pla added

I provided the other MC function for your reference.

This one is an advanced function that can be flexible to be custom which regular months and weeks to be the settlement date.

Please refer to attachment.

MF
#8

Mark Fric

16.02.2020 13:52

Status changed from New to Archived


Votes: +4

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