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Forums>StrategyQuant>Application Support>About "exit at end of day" in multichats

  • #113472 |
    268 Posts

    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
    1182 Posts

    These are quite unusual trading times, but I’ll try to make it more flexible in the new version.

    StrategyQuant architect

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