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Exit Friday 17:00 in NY time (probably all non-GMT timezones) does not work

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murty

Customer, bbp_participant, community, sq-ultimate, 99 replies.

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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.

 

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murty

Customer, bbp_participant, community, sq-ultimate, 99 replies.

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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 🙁

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tomas262

Administrator, sq-ultimate, 2 replies.

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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

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murty

Customer, bbp_participant, community, sq-ultimate, 99 replies.

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4 years ago #241776

Yes. The options are not honored

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tomas262

Administrator, sq-ultimate, 2 replies.

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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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