Tradestation: Session Code

[Jdtrujillo1015 10]

Hello,

 

I have an strategy that works in a session from 2am to 2pm, i need to modify to code in order to obtain the same result in a session of 24h. In other words, I need to modify the code in order to the strategy only consider the bars in that range of time and only buy/sell in that range of time.

 

Thanks.

[jswanson 10]

The way I would handle this is to use a boolean flag to indicate when it's appropriate to trade or not. The following code example was not compiled. I just typed it up so, there may be a syntax error. But it should give you a good starting point.

 

 

Variables:
OK_To_Trade(false);

OK_To_Trade = ( Time > 0200 ) And ( Time < 1400 );

If ( OK_To_Trade ) Then 

Begin

    // Insert trade entry logic

End;

[Tams 20]

The way I would handle this is to use a boolean flag to indicate when it's appropriate to trade or not. The following code example was not compiled. I just typed it up so, there may be a syntax error. But it should give you a good starting point.

 

 

Variables:
OK_To_Trade(false);

OK_To_Trade = ( Time > 0200 ) And ( Time < 1400 );

If ( OK_To_Trade ) Then 

Begin

    // Insert trade entry logic

End;

 

 

OK_To_Trade = ( Time >= 0200 ) And ( Time <= 1400 );

 

note added equal sign

[BlueHorseshoe 10]

The way I would handle this is to use a boolean flag to indicate when it's appropriate to trade or not. The following code example was not compiled. I just typed it up so, there may be a syntax error. But it should give you a good starting point.

 

 

Variables:
OK_To_Trade(false);

OK_To_Trade = ( Time > 0200 ) And ( Time < 1400 );

If ( OK_To_Trade ) Then 

Begin

    // Insert trade entry logic

End;

 

If you don't want to create a new variable as Jeff suggests, just add the condition in each time for each entry/exit - the code will be less efficient, but if you're fairly new to coding it might make it a little easier to follow the logic when you review the code.

 

You could also try the following, as the results may suprise you:

 

Input:
n(0);

If t>=n and t<=n+100 then
// insert entry logic ;

 

The start time has now become an input, with the end time one hour later. By optimising the input n in Tradestation and then viewing the optimisation results (on the initial spreadsheet select the column you're interested in - profit factor, say - and then hit the plot as a graph icon) you will be able to see which hour(s) of the day produce the best return for your strategy.

 

Hope that's helpful.

 

BlueHorseshoe

[Jdtrujillo1015 10]

Thank you for your answers, unfortunatly it didn't work, it gave different results using the 24h session with the code you provide compared with the custom session.