Trading on specidifc hours

cAlgo_Fanatic
01 Mar 2013, 11:51

Hello,

You can use Server.Time. 

See the sample code Trading Time Interval for reference.

Regards,

condor
01 Mar 2013, 16:18

Thank you, but it seems that the solution in the sample doesn't works or maybe there is an error in my code, can you take a look :

    public class RSIBot : Robot
    {
        private RelativeStrengthIndex RSI;
        private StochasticOscillator Stoch;
        private HighLowBands HLBands;
        private Position _position;
        private DateTime startTime;
        private DateTime endTime;

        [Parameter("Volume", DefaultValue = 10000, MinValue = 1000)]
        public int Volume { get; set; }

        [Parameter("Begin Trading Hour", DefaultValue = 22.0)]
        public double Begin { get; set; }

        [Parameter("Ending Trading Hour", DefaultValue = 8.0)]
        public double Ending { get; set; }

        [Parameter("TP", DefaultValue = 2, MinValue = 1)]
        public int TakeProfit { get; set; }

        [Parameter("SL", DefaultValue = 5, MinValue = 3)]
        public int StopLoss { get; set; }

        [Parameter("Source")]
        public DataSeries Source { get; set; }


        protected override void OnStart()
        {
            RSI = Indicators.RelativeStrengthIndex(Source, 7);
            Stoch = Indicators.StochasticOscillator(9, 3, 9, MovingAverageType.Simple);
            HLBands = Indicators.HighLowBands(14);

            startTime = Server.Time.Date.AddHours(Begin);
            endTime = Server.Time.Date.AddHours(Ending);

            Print("Start Time {0},", startTime);
            Print("End Time {0},", endTime);

        }

        protected override void OnTick()
        {
            if (Trade.IsExecuting) return;

            bool tradeTime = Server.Time >= startTime && Server.Time <= endTime;

            if (!tradeTime) return;

cAlgo_Fanatic
01 Mar 2013, 18:00

We apologize for this. It has been updated.

Please change

bool tradeTime = Server.Time >= startTime && Server.Time <= endTime;

to these lines:

var currentHours = Server.Time.TimeOfDay.TotalHours;

bool tradeTime = StartTime < StopTime 
    ? currentHours > StartTime && currentHours < StopTime
    : currentHours < StopTime || currentHours > StartTime;

condor
01 Mar 2013, 18:12

Thanks, it's better but still doesn't works :(

The reason is that the "var" which is a double cannot be compared to a "DateTime".

And i've no idea how to cast a DateTime to a double.

condor
03 Mar 2013, 14:58

Finally i've found an easier way to do it :

			bool tradeTime = false;
			if(Begin < Ending) tradeTime = Server.Time.Hour >= Begin && Server.Time.Hour < Ending;
			if(Ending < Begin) tradeTime = Server.Time.Hour >= Begin || Server.Time.Hour <= Ending;
			
			if (!tradeTime) return;

cAlgo_Fanatic
04 Mar 2013, 10:10

RE:

The example uses different variable names than the code you posted. Maybe that is the reason it didn't work. Server.Time.TimeOfDay.TotalHours is of type "double" and StartTime and StopTime are the input variables which are also double.