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

  • #113472 |
    Customer
    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!

    #129360
    Mark Fric
    Administrator
    1182 Posts

    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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