Restrict trading on certain date ranges

Restrict trading on certain date ranges, e.g. for Futures trading not to trade in the week of futures expiry and the next week.
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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

k
#1

Karish

29.09.2020 14:59
Voted for this task.
k
#2

Karish

29.09.2020 15:03

Attachment sseesss.png added

sseesss.png
(80.27 KiB)

Well.., You can just use Sessions inside SQ or export it Session-Ready out of TradeStation,


That way you can create a Continues chart that only shows you non stop price action from Hours/Days to Hours/Days


Check the attachments for more information.

MF
#3

Mark Fric

14.10.2020 14:53

Status changed from New to Refused

sorry, but this is too complicated to configure in UI to make it a standard part of SQ. 


If you want it you can make your own trading option snippet that will not trade on certain dates - check for example SQ.TradingOptions.ExitOnFriday.


YOu can check for a particular dates in OnBarUpdate() method, if it returns false it will not trade on that bar.


Votes: +2

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