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Forums>StrategyQuant>Application Support>Trade analysis – Trade period by Open time

  • #113677 |
    Customer
    557 Posts

    Hi,

     

    Quick question about the Trade Analysis section of SQ.

     

    When it shows trades profit/loss by hour, and the strategy is using pending orders (limit/stop), is the open time the time when the pending orders were placed, or is it when the orders were triggered and became open market orders?

     

    Because, to make any sense in conjuction with limiting signals to time range, it should be the open time of the pending order (the time it was placed) and not the time the pending order was triggered and became open.

     

    @Mark?

     

     

    #130325
    Moderator
    1559 Posts

    Hi mikeyc,

     

    the Open time value represent the time of filling your stop/limit order. When you use Stop or Limit order there can be also found a timestamp of placing order in the ‘Type’ column.

    #130340
    Customer
    557 Posts

    Hi,

     

    If that is the case it would be useful to have three options in the drop down to analyse:

     

    Open Time

    Close Time

    Place Time (Pending Only)

     

    Because I would like to know when is the most and least profitable times to have signals to place pending orders, not when the orders are filled.

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