Suport overnight trading options Time range

I am currently trying to train on futures for gold which currently has a range of 5pm through 4pm(the next day)



So for my trading range I set it to 17:00 - 16:00 (5pm - 4pm) and SQX always produces strategies with no trades. I believe this is because the start of the range is greater than the value of the end of the range and this may confuse you logic behind the calculation. Its not wrapping around to the next day.


When I set the range to 0:00 - 16:00, SQX performs normally and can find strategies again. I believe this is because now the start of the range (0:00) is less than the end of the range value (16:00) .


The problem with this is that it basically forces me to trade at midnight (0:00) and I cant trade anytime during the previous session (17:00 - 23:00) because that value is greater than the end of the range (16:00)







Attachments
Screen Shot 2020-07-15 at 74422 PM.png
(48.25 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

KL
#1

kainc301

16.07.2020 01:46

Task created

KL
#2

kainc301

16.07.2020 01:49

Attachment Range_error_no_trades.cfx added

Range_error_no_trades.cfx
(27.88 KiB)
MF
#3

Mark Fric

16.07.2020 13:18

Subject changed from 129 dev 6 Trading range not properly calculated to Suport overnight trading options Time range

Type changed from Bug to Feature

reclassifying it to feature, we currently don't support overnight time ranges
BS
#4

BobS

16.07.2020 22:12
Voted for this task.
TB
#5

Tomas Brynda

26.11.2020 17:49

Status changed from New to Fixed

The overnight Limit time range support is implemented now

Votes: +1

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