Exit Friday 17:00 in NY time (probably all non-GMT timezones) does not work
4 replies
murty
5 years ago #240211
I am trying to create strategies that only maintain positions Mon thru Friday, 8am to 5pm New York time. So, I am using UTC-5 timezone. I am noticing 2 problems:
1. A lot of zero duration trades, even if I retest on 1 min or tick resolution
2. It does not close positions on Friday 5pm EST. Instead, It closes positions opened on Friday only at Sunday 5pm.
murty
5 years ago #240221
If I use Tradestation engine, the above problem does not exist BUT a new problem: It takes trades before the start date I defined 🙁
tomas262
5 years ago #240272
Hello,
how did you set the trading options? If you want to limit trades to lets say 8 – 16 o’clock I can do following
murty
4 years ago #241776
Yes. The options are not honored
tomas262
4 years ago #241782
Hi,
is it USA CT data timezone? If the time represents bar closing time you could try to set 15:00 for H1 since market is closed at 16:00:00 (closing 15:59:59)
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