Easy Language - Time in Code?

[rickek 10]

I've been working on back-testing a couple of strategies I have been using and want to see which one is the best in the past. I usually only trade during the pit session hours. Is there a way to put in my easy language (used through open e cry) to only buy/sell when it is during those times as well as exit at the end of the pit session?

 

Any help would be so very appreciated. I've spent hours trying to find it on the internet and in this forum already.

 

Thank you

[Tams 20]

add these to your strategy:

 

 

input:
begin_time(0930),
end_time(1545);

if time > begin_time then
begin

{--- put your strategy here ---}

end;

{--- EOD liquidation ---}
if time > end_time then
begin

if marketposition > 0 then sell next bar at market;
if marketposition < 0 then buytocover next bar at market;

end;

[rickek 10]

Thank you so much. It was exactly what I was looking for.

[rickek 10]

Sorry one more question

 

What would go in there?

{--- EOD liquidation ---}

 

It seems to be working to get in the market after 9:30 but doesn't get out until about midnight.

 

Thanks again for any help.

[rickek 10]

I see the error in the code:

 

If the time is after 8:30 it is still getting in even if the time is after 15:45 and then it gets back out on the next bar. I think I'm missing something in the {--- EOD liquidation ---}. I didn't have one of those so didn't put it in.

 

Please help

[Tams 20]

to be more precise... the condition should include the end_time.

 

My original code was intended for RTH trading.

edit: If you keep the original code running 24hrs, it will trigger entries after the EOD liquidation.

However, as soon as the order is filled, the EOD routine will liquidate it at the next bar.

 

 

if time > begin_time and [b][color="Red"]time < end_time[/color][/b] then 
begin 

{--- put your strategy here ---} 

end;

Edited March 18, 2009 by Tams

[Tams 20]

  rickek said:

Sorry one more question

 

What would go in there?

{--- EOD liquidation ---}

 

It seems to be working to get in the market after 9:30 but doesn't get out until about midnight.

 

Thanks again for any help.

 

{--- EOD liquidation ---} is a descriptive comment of the following code.

[rickek 10]

okay... I did figure out that the end_time needed to be at the top as well.

 

However, now my software doesn't like the word end_time. It worked once with that word and then came up with errors when I tried to change something in my strategy. Is there another way I need to write that?

 

Thanks so much for your help

[Tams 20]

  rickek said:

okay... I did figure out that the end_time needed to be at the top as well.

 

However, now my software doesn't like the word end_time. It worked once with that word and then came up with errors when I tried to change something in my strategy. Is there another way I need to write that?

 

Thanks so much for your help

 

you can use any variable name in place of "end_time".

 

just make sure the value is in 24hr format.

[rickek 10]

no matter what I put in it won't read it.

 

If I keep the errors sometimes it will work and then the next time it won't (when back-testing). It reads begin_time just fine, but has a problem with the word end_time.

[Tams 20]

  rickek said:

no matter what I put in it won't read it.

 

If I keep the errors sometimes it will work and then the next time it won't (when back-testing). It reads begin_time just fine, but has a problem with the word end_time.

 

I have to see the code and the error message before I know what went wrong.

 

:-(

[rickek 10]

input:

begin_time(0800);

end_time(1500);

 

if time > begin_time and time < end_time then

begin

 

If average(close,5) crosses over average(close,20) then at market;

If average(close,5) crosses under average(close,20) then next bar at market;

 

end;

 

if time > end_time then

begin

 

if marketposition > 0 then sell next bar at market;

if marketposition < 0 then buytocover next bar at market;

 

end;

[Tams 20]

  rickek said:

input:

begin_time(0800);

end_time(1500);

 

if time > begin_time and time < end_time then

begin

 

If average(close,5) crosses over average(close,20) then (your order is missing here) at market;

If average(close,5) crosses under average(close,20) then (your order is missing here) next bar at market;

 

end;

 

if time > end_time then

begin

 

if marketposition > 0 then sell next bar at market;

if marketposition < 0 then buytocover next bar at market;

 

end;

[rickek 10]

ops.. i didn't send the right code -- that was the one I was playing with in the clipboard & it must have copied that instead.

 

it is the "end_time" that doesn't work

 

input:

begin_time(0800);

end_time(1500);

 

if time > begin_time and time < end_time then

begin

 

If average(close,5) crosses over average(close,20) then buy next bar at market;

If average(close,5) crosses under average(close,20) then sellshort next bar at market;

 

end;

 

if time > end_time then

begin

 

if marketposition > 0 then sell next bar at market;

if marketposition < 0 then buytocover next bar at market;

 

end;

[Tams 20]

  rickek said:

ops.. i didn't send the right code -- that was the one I was playing with in the clipboard & it must have copied that instead.

 

it is the "end_time" that doesn't work

...

 

can you post the error message?

 

either a copy-and-paste, or a screen shot capture.

Edited March 18, 2009 by Tams

[rickek 10]

sure:

 

Syntax Error - Line 8 Column 60 Syntax Error

Syntax Error - Line 9 Column 58 Syntax Error

Syntax Error - Line 23 Column 1 Syntax Error

Unknown Symbol: end_time - Line 3 Column 9 Unknown symbol

Unknown Symbol: end_time - Line 5 Column 42 Unknown symbol

Unknown Symbol: end_time - Line 13 Column 20 Unknown symbol

[Tams 20]

  rickek said:

sure:

 

Syntax Error - Line 8 Column 60 Syntax Error

Syntax Error - Line 9 Column 58 Syntax Error

Syntax Error - Line 23 Column 1 Syntax Error

Unknown Symbol: end_time - Line 3 Column 9 Unknown symbol

Unknown Symbol: end_time - Line 5 Column 42 Unknown symbol

Unknown Symbol: end_time - Line 13 Column 20 Unknown symbol

 

yes of course, you will need the order identifier.

I was posting the concept and the mechanics, I wasn't giving you the ready-to-run code.

 

 

e.g.

 

If average(close,5) crosses over average(close,20) then

buy ("B1") next bar at market;

 

If average(close,5) crosses under average(close,20) then

sellshort ("S1") next bar at market;

 

 

 

if time > end_time then

begin

 

if marketposition > 0 then

sell ("ExL") next bar at market;

 

if marketposition < 0 then

buytocover ("ExS") next bar at market;

[rickek 10]

I'm only slightly confused as I've never needed an order identifier before.

My "strategy stuff" will work just fine if there is no time stamp in it. Only when I put the end_time does it not work.

[Tams 20]

  rickek said:

I'm only slightly confused as I've never needed an order identifier before.

My "strategy stuff" will work just fine if there is no time stamp in it. Only when I put the end_time does it not work.

If it is not the identifier, then I don't know what is wrong.

 

:-(

[Tams 20]

input:

begin_time(0800); <-- change the ; to , (comma)

end_time(1500);

 

if time > begin_time and time < end_time then

begin

 

If average(close,5) crosses over average(close,20) then buy next bar at market;

If average(close,5) crosses under average(close,20) then sellshort next bar at market;

 

end;

 

if time > end_time then

begin

 

if marketposition > 0 then sell next bar at market;

if marketposition < 0 then buytocover next bar at market;

 

end;

[rickek 10]

oh man...all that communication and problems over a stupid comma!!!!

[rickek 10]

Hey if you're still around...got another question in regards to my code

 

I want to only buy one at the start of the day but during the rest of the day want to buy one to cover my short and then buy one to go long. When the day starts it does 2 positions right away. Or I want to sell one and then sellshort later with the same philosophy as stated.

 

Is there something I need to put in the code for that...would it be something like

if marketposition = 0 then "buytocover"? next bar at market; (this would by 1?)

if marketposition < 0 then buy next bar at market; (this would by 2?)

 

thanks so much

[Tams 20]

  rickek said:

Hey if you're still around...got another question in regards to my code

 

I want to only buy one at the start of the day but during the rest of the day want to buy one to cover my short and then buy one to go long. When the day starts it does 2 positions right away. Or I want to sell one and then sellshort later with the same philosophy as stated.

 

Is there something I need to put in the code for that...would it be something like

if marketposition = 0 then "buytocover"? next bar at market; (this would by 1?)

if marketposition < 0 then buy next bar at market; (this would by 2?)

 

thanks so much

 

do yourself a favor...

 

write down your thoughts this way:

-- one action at a time,

-- one action per sentence,

-- one sentence per line...

 

at the end of this exercise, you will have your strategy written in EasyLanguage !