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Forums>StrategyQuant (formerly named Genetic Builder)>Application Support>Exit Friday 17:00 in NY time (probably all non-GMT timezones) does not work

  • #240211|
    Customer
    102 Posts

    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.

     

    #240221
    Customer
    102 Posts

    If I use Tradestation engine, the above problem does not exist BUT a new problem: It takes trades before the start date I defined :(

    #240272
    tomas262
    Administrator
    1108 Posts

    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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    #241776
    Customer
    102 Posts

    Yes. The options are not honored

    #241782
    tomas262
    Administrator
    1108 Posts

    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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