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About “exit at end of day” in multichats

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eastpeace

Customer, bbp_participant, community, sq-ultimate, 305 replies.

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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!

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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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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