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Restricting trades to a time range not working

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ChrisP

Subscriber, bbp_participant, 9 replies.

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1 year ago #269432

Hello, I’m generating configurations that trade equities in the US stock market, and I want to restrict the trading to regular market hours only (09:30-1600 EST), NOT pre-market (04:00-09:30) or post-market (16:00-20:00) extended hours trading.

See attached image.  Under “Build and Trading Options” I turn on “Limit Time Range” with desired time range entered, yet the configs generated still include a large number of trades outside of that time range.

What am I missing?  Thanks in advance.

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tomas262

Administrator, sq-ultimate, 1 replies.

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1 year ago #269434

Hello,

what type of entry order is used with that specific strategy? Is it the market or stop order? The fill time can be outside that time range so you better active “Exit at End of Range” to eliminate possible pending orders waiting for a fill

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loonly

Customer, bbp_participant, community, 3 replies.

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1 week ago #277752

Hello Tomas, i have same situation, and yes i have  STOP orders; using your solutions all orders already triggered (opened and running) will be closed, which is not what i want. i just want that NO new orders will be opened outside the range i selected.

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bentra

Customer, bbp_participant, community, 19 replies.

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1 week ago #277769

In order to NOT open positions during that time, all pending orders must be removed. There’s no way an EA can prevent a pending order from being triggered except to remove it.

I checked the MQL code and it looks like if you do ExitAtEnd OfRange = true plus OrderTypeToExit = 2 then it will allow positions to stay open and remove the pending orders which is probably what you want.

In SQX: OrderTypeToClose = PendingOnly should be what you want.

May all your fits be loose.


https://www.darwinex.com/darwin/SUG.4.2/

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