Hi,
I am using hourly bars and am trying have my first trade start late in the afternoon and close that trade early the next morning. However, if I set the below to US hours, it will not take any trades. If I set it to 24 hours it will take all trades. I think the problem is that my FirstTradeTime is after the SquareOffTime sequentially in the day. I need to have the SquareOffTime reference tomorrow's Date, not the same day as the FirstTradeTime.
Any help will be appreciated.
Thanks,
Mike
Trading_Hours = ParamList("Trading Hours","US_Hours|24_Hours",1); //
switch (Trading_Hours)
{
case Trading_Hours = "US_Hours"://20%
FirstTradeTime= 18000;//utc
SquareOffTime = 08000;//utc
break;
case Trading_Hours = "24_Hours"://40%
FirstTradeTime= 0 ;
SquareOffTime = 240000;
break;
default:
FirstTradeTime= 009000;
SquareOffTime = 160000;
break;
}
Buy=Val>1 AND TimeNum()> FirstTradeTime AND TimeNum()<SquareOffTime AND ntDays == 0 AND C>EMA( C, 100*24 );
Sell=Val<1;
Short=Val<-1 AND TimeNum()> FirstTradeTime AND TimeNum()<SquareOffTime AND ntDays == 0 AND C< EMA( C, 100*24 );
Cover=Val>-1;