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advanced to have a if check based on time range


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advanced to have a if check based on time range

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  #1 (permalink)
 newtonbear 
San Jose
 
Experience: Intermediate
Platform: tradestation
Trading: ES
 
Posts: 8 since May 2018
Thanks: 2 given, 1 received

Suppose i only want to trade between 9am and 11am. If in time based bar, i can do something like

TradingTime=t>=900 and t<=1100;

if TradingTime then begin
if breakout then buy this bar at the close;

How can we achieve this by advanced bar?

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 ABCTG   is a Vendor
 
 
Posts: 2,239 since Apr 2013
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newtonbear,

you can use the BarDateTime class. However you will likely face the problem that can only access the ending time of historical bars, but not the time of each tick.

Regards,

ABCTG

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Last Updated on May 21, 2018


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