About “exit at end of day” in multichats
1 replies
eastpeace
9 years ago #113472
Hello, Mark,
the function “SetExitOnClose” in EL is too weak.
As we all know, futures markets are not very continuous.
A futures contracts in Zhengzhou commodity exchange ,the first trading section is 21:00- 23:30, and then second section is 9:00-15:00 next day. Settlement is at 15:00. Then the exchange starts new day trading at 21:00 that night(GMT+8).
I just want the intraday trading exit about between 14:55-15:00.
But setexitonclose in MC would let trading close at 23:30 and close at 1530.
Would you please give us more freedom in Trading logic setting?
Such as, exit time > =14:55 and exit time <15:00 ? and the trading would exit at 14:55 everyday. and would not affect the subsequent transaction.(21:00-23:30).
Moreover, “setexitonclose” in living trading would not close the trading. We need another way to control the intraday trading.
I sincerely hope you would give me some help about this, Thank you!
Mark Fric
9 years ago #129360
These are quite unusual trading times, but I’ll try to make it more flexible in the new version.
Mark
StrategyQuant architect
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