Close trade after x seconds

adheer
19 Sep 2014, 09:15

Here is the code.

It goes through all open positions, and calculates the elapsed time (in seconds) since the position was opened. If the elapsed time is greater than X (seconds), it closes the position.

DateTime currTime = Time;	// The current time.
int posCount = Positions.Count; // Total positions.

for( int i = posCount - 1; i >= 0; i-- )
{
	// Total seconds elapsed for a trade.
	int elapsedSeconds = (int) (currTime.Subtract(Positions[i].EntryTime).TotalSeconds);
	if ( elapsedSeconds > X )
		ClosePosition(Positions[i]);	// Close the trade.
}

Note : I use for loop to iterate (from upper bound to 0) instead of using the foreach iterator. This is because we (may) close the position during the iteration.

adheer
19 Sep 2014, 09:19

RE:

adheer said:

Here is the code.

It goes through all open positions, and calculates the elapsed time (in seconds) since the position was opened. If the elapsed time is greater than X (seconds), it closes the position.

DateTime currTime = Time;	// The current time.
int posCount = Positions.Count; // Total positions.

for( int i = posCount - 1; i >= 0; i-- )
{
	// Total seconds elapsed for a trade.
	int elapsedSeconds = (int) (currTime.Subtract(Positions[i].EntryTime).TotalSeconds);
	if ( elapsedSeconds > X )
		ClosePosition(Positions[i]);	// Close the trade.
}

Note : I use for loop to iterate (from upper bound to 0) instead of using the foreach iterator. This is because we (may) close the position during the iteration.

Line number 8 in the above code 

if ( elapsedSeconds > X )

should be read as 

if ( elapsedSeconds > X )

The <strong>X</strong> is due to the HTML formatting.