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[Build 117] Issue with trading only in limited time period - Retester

1) I would like to allow and retest trades that are taken only between 1:00 and 2:00 in UTC+2 time (my database is cloned for that UTC+2).

I set it up on SQ but when verifying it I see trades taken outside of this period, too. Please take a look at my pictures.

2) Another thing is that I would like to close all my pending orders before the end of day, especially on Fridays. Does this option I am trying close pending orders at the end of the period?

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Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

Robert Gergelyi

05.01.2019 15:58

Task created

hankeys

05.01.2019 16:30

by limiting timerange you are setting those times only for pending orders - so open and close order could be outside

if you want to close friday, you need to set ON exit on friday and set time to close - at this time will be every trade closed (pending, open)

Robert Gergelyi

05.01.2019 17:33

Thanks @hankeys for your explanation. I do not want to close any trade on Fridays before the close I would only like to delete the pending orders.

Tomas Brynda

07.01.2019 09:02

Status changed from New to Fixed

Hankeys is right. If you want to limit open trades just to the interval between 1:00 and 2:00, check the Exit At End Of Range option.

Unfortunately, there is currently no option to delete pending orders only using EOF. But you can set up an extra rule for that in AlgoWizard if you want.

clonex / Ivan Hudec

07.01.2019 13:00

Set Limit time range and set up order bar valid = 1.

Votes: 0