Establish sessions from the code

December 1st, 2012, 03:27 PM

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.

December 5th, 2012, 10:05 AM

jdtrujillo1015

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
.....

December 5th, 2012, 11:05 AM

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.

December 5th, 2012, 11:20 AM

are you doing 0200 to 1400 or 1400 to 0200 and crossing midnight?

December 5th, 2012, 11:23 AM

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.

Establish sessions from the code

Discussion in TradeStation

Establish sessions from the code