Help on Symbol.MarketHours data to close positions on last bar of Friday evening.

PanagiotisCharalampous
29 Mar 2021, 10:13

Hi cAlgoBuddy,

Please note that Symbol.MarketHours provides the current market hours for the symbol and not historical information. Therefore there could be discrepancies in backtesting due to daylight saving time differences.

Best Regards,

Panagiotis 

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amusleh
29 Mar 2021, 12:27

This sample might help you:

using cAlgo.API;
using System;
using System.Globalization;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class CloseAllOnMarketCloseSample : Robot
    {
        private TimeSpan _closeBeforeTime;

        [Parameter("Close Before", DefaultValue = "00:05:00")]
        public string CloseBeforeTime { get; set; }

        protected override void OnStart()
        {
            if (!TimeSpan.TryParse(CloseBeforeTime, CultureInfo.InvariantCulture, out _closeBeforeTime))
            {
                Print("You have provided invalid value for Close Before parameter");

                Stop();
            }

            Timer.Start(1);
        }

        protected override void OnTimer()
        {
            var timeTillClose = Symbol.MarketHours.TimeTillClose();

            if (!Symbol.MarketHours.IsOpened() || timeTillClose > _closeBeforeTime) return;

            foreach (var position in Positions)
            {
                ClosePosition(position);
            }
        }
    }
}