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Establish sessions from the code
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Establish sessions from the code

  #1 (permalink)
Trading Apprentice
Medellin Colombia
 
Futures Experience: Beginner
Platform: TradeStation
Favorite Futures: Oil
 
Posts: 7 since Jul 2012
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Establish sessions from the code

Hello,

As you know, you can choose the sessions on TS (pre-market, post-market, 24h, regular sesions, etc). And when you do that it shows you only the bars of that sesion and all the indicators or strategies use those bars. Well, what i want is to do that from the code, right now i have an strategy that works in a session from 2 to 14(it only consider those bars), i would like to modify the code in order to obtain the exact same results but working with sessions of 24 hours (in which only it will consider the bars from 2 to 14).

I hope its clear what i like to accomplish and thanks for your answers.

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  #2 (permalink)
Elite Member
seoul, Korea
 
Futures Experience: Intermediate
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Broker/Data: CQG, DTN IQfeed
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treydog999's Avatar
 
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jdtrujillo1015 View Post
Hello,

As you know, you can choose the sessions on TS (pre-market, post-market, 24h, regular sesions, etc). And when you do that it shows you only the bars of that sesion and all the indicators or strategies use those bars. Well, what i want is to do that from the code, right now i have an strategy that works in a session from 2 to 14(it only consider those bars), i would like to modify the code in order to obtain the exact same results but working with sessions of 24 hours (in which only it will consider the bars from 2 to 14).

I hope its clear what i like to accomplish and thanks for your answers.


set your chart timeframe to 24 then set your code to run IF time > 0200 and time <= 1400 then begin
.....

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  #3 (permalink)
Trading Apprentice
Medellin Colombia
 
Futures Experience: Beginner
Platform: TradeStation
Favorite Futures: Oil
 
Posts: 7 since Jul 2012
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I already try that and didn't work. From 14 to 2am the variables take the same result and then when i use an average or something like that the result is different.

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  #4 (permalink)
Elite Member
seoul, Korea
 
Futures Experience: Intermediate
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treydog999's Avatar
 
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are you doing 0200 to 1400 or 1400 to 0200 and crossing midnight?

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  #5 (permalink)
Trading Apprentice
Medellin Colombia
 
Futures Experience: Beginner
Platform: TradeStation
Favorite Futures: Oil
 
Posts: 7 since Jul 2012
Thanks: 0 given, 0 received

I need that the strategy only considers the bars from 2am to 2pm, the problem is that from 2pm to 2am the variables take the same value so when i use a moving average the result is different.

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