Time range Limit - pending orders

Hey guys,
i im so happy to see new feature in SQX 130 build -Limit Time Range for pending orders.

But the implementation is little bit different than i expected. Your implementation have big impact to strategy behavior (very often totally change).

Original strategy
As you can see on image-0.png , there is original strategy without time range aplication. This is typical behavior of many strategies. Hold pending orders few days on the same price level.


Time range used
Image-1.png. If i use this new function (limit pending orders)  the result is more different (image 1 and 2 is from the same strategy and same week). This behavior is like, delete all pending orders every night and close the signal. New day, new start strategy.

My behavior expectation
On the picture image-2.png i demonstrate what is my expactation. Just protect my pending orders in danger time (etc. 21:00 - 3:00) when brokers have big spreads. Which means, i don´t want to have pending orders in the market between this hours.


Design
And small suggestion image-3.png how to implement this feature in to the layout.  Of course, LImit trades and Limit pending orders automaticlly switch ON Limit Time Range

At the end, big thank you for your great work!


Attachments
image-2.png
(62.47 KiB)
11014335-EUR-USD-H1-STP.sqx
(68.33 KiB)
image-0.png
(80.25 KiB)
image-3.png
(10.58 KiB)
image-1.png
(86.79 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

s
#1

Slonek

05.12.2020 20:26

Task created

h
#2

hankeys

06.12.2020 08:51
Voted for this task.
MF
#3

Mark Fric

07.12.2020 08:59

Status changed from New to Refused

thank you for suggestion, but we will not implement it, this behavior would be very difficult to code, almost imposible on some platfoms.


You can create your own trading oiption snippet with this functionality if you want this behavior.


 


Votes: +2

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