Help with restricting trading time in daytrade - Backtest

AFL Programming
1

I am trying to do a backtest at a simple strategy using donchian channels for daytrade. I want to do Intraday trades only ranging fom 10:30am to 16;30pm. I am using intraday data with 1 minute bars. If there are any open positions they should be closed @ 16:30pm. I am only trading long positions.
I have tried this code posted at : https://www.amibroker.com/kb/2014/11/28/how-to-restrict-trading-to-certain-hours-of-the-day/ but its not working as expected.
I have also looked at forums and google for it but I can not make it work properly.
The donchian channels code is working fine and the backtest report is generated but when I look at the trades on it there are some that start at a day and only end in the following showing that the time limit is not working.
I need help with restricting the trading time and ending all open positions by the end of the day.
Here is the code I am using:

tn = TimeNum();
startTime = 103000;
endTime = 163000;  
timeOK = tn >= startTime AND tn <= endTime;

Buy = H > Ref(HHV(H,30),-1); BuyPrice = Ref(HHV(H,30),-1) AND timeOK;
Sell = L < Ref(LLV(L,10),-1); SellPrice = Ref(LLV(L,10),-1) AND timeOK OR Cross( tn, endTime );

Any help is much appreciated.Thanks in Advance

2

@marceloutn you did not follow the advice given in the article, you need your time limits in the BUY or SELL orders (not the BuyPrice). Try this

Buy = H > Ref(HHV(H,30),-1) AND timeOK;

Sell = L < (Ref(LLV(L,10),-1) AND timeOK) OR Cross( tn, endTime );
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3

Thx for your help. It has limited the time of the trades and is closing open posicions at the desired time. I though it has solved everithing but today I was checking the exit price on my backtests and noticed that when the trade was finished by endtime when I was in a long position the exitprice was always at the high of the exitbar and when on a short position the exit price by endtime was always at the low of the exitbar.
That is probably giving me better results then they were supposed to be. I wonder if there is anyway for me to set the exit price, when it hapens by my desired endtime, on the close of the endtime bar so I can have real results in my backtests.
Thank you for all the help

4

Firstly, the LLV and HHV computations should be assigned to variable. That way unnecessary CPU load is avoided on same multiple calls.

L10 = LLV(L,10);
PL10 = Ref( L10, -1):

Now for the SellPrice, can you try a condition like this:

SellPrice = IIf( timeOK, PL10, C );
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