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jmi88

Start and End Timing?

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Im trying to test a system and have it start trading at 8:00am and close any postion at end of day...For example this simple MA cross, how would I put in 'dont take a signal till after 8am' and then 'exit any postion at the close'?

 

Thanks for any help

 

inputs: Price( Close ), FastLength( 9 ), SlowLength( 18 ) ; 
variables: FastAvg( 0 ), SlowAvg( 0 ) ; 

FastAvg = AverageFC( Price, FastLength ) ; 
SlowAvg = AverageFC( Price, SlowLength ) ; 

if CurrentBar > 1 and FastAvg crosses over SlowAvg then 

  Buy ( "MA2CrossLE" ) next bar at market ; 


if CurrentBar > 1 and FastAvg crosses under SlowAvg then 

  Sell Short ( "MA2CrossSE" ) next bar at market ; 

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jmi88, see if this works for you...

 

inputs: Price( Close ), FastLength( 9 ), SlowLength( 18 ) ; 
variables: FastAvg( 0 ), SlowAvg( 0 ) ; 

FastAvg = AverageFC( Price, FastLength ) ; 
SlowAvg = AverageFC( Price, SlowLength ) ; 

if [b]MarketPosition = 0 and Time > 800 and[/b] CurrentBar > 1 and FastAvg crosses over SlowAvg then 

  Buy ( "MA2CrossLE" ) next bar at market ; 

if [b]MarketPosition = 0 and Time > 800 and[/b] CurrentBar > 1 and FastAvg crosses under SlowAvg then 

  Sell Short ( "MA2CrossSE" ) next bar at market ; 

[b]if MarketPosition > 0 and Time = Sess1EndTime then

Sell ( "MA2CrossLX" ) this bar at close ; 

if MarketPosition < 0 and Time = Sess1EndTime then

BuyToCover ( "MA2CrossSX" ) this bar at close ;[/b] 

 

I added the check for MarketPosition so that you only have one position open at a time. You can also hardcode the time instead of using Sess1EndTime.

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