Open a postition at a specific day and time each week

jhtrader
06 Nov 2013, 18:37

Can you suggest a method to get the second last bar of the week?

jhtrader said:

Hi,

I want to open a bunch of positions one hour after the market opens.  I also want to close all positions on the market close.

I am using UTC- 5

 DateTime currentTime =  MarketSeries.OpenTime[MarketSeries.OpenTime.Count - 1]

DateTime previousTime =  MarketSeries.OpenTime[MarketSeries.OpenTime.Count - 2]

    if (currentTime.DayOfWeek == DayOfWeek.Sunday && previousTime.DayOfWeek != DayOfWeek.Sunday && TokyoMarketOpen)
            {
                //first bar of the week
            }

 

** "TokyoMarketOpen" is calculated elsewhere and is true when the Tokyo session is active.

 

 

 

fzlogic
13 Nov 2013, 14:40

        private int _firstBarIndex = -1;
        private int _secondBar;

        protected override void OnStart()
        {
            // Put your initialization logic here
        }

        protected override void OnBar()
        {
            // Put your core logic here

            DateTime currentTime = MarketSeries.OpenTime[MarketSeries.OpenTime.Count - 1];
            DateTime previousTime = MarketSeries.OpenTime[MarketSeries.OpenTime.Count - 2];

            int index = MarketSeries.OpenTime.Count - 1;
            if (currentTime.DayOfWeek == DayOfWeek.Sunday && previousTime.DayOfWeek != DayOfWeek.Sunday)
            {
                //first bar of the week
                _firstBarIndex = index;
            }
            if (index == _firstBarIndex + 1)
            {
                // second bar of the week
                _secondBar = index;
                Print(MarketSeries.OpenTime[_secondBar]);

            }

        }

Spotware
03 Jul 2014, 11:46

Now you can implement by using the Timer object:

http://www.spotware.com/about/news-updates/ctrader-and-calgo-updates---july-2014/637

9718853
12 Nov 2014, 11:49

Timer

Can you please provide an example of using the timer to start on sundays market open and close on Fridays market close? Every reference to the Timer Object seems to use it to trade quicker than on Tick....