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Forums>StrategyQuant>Application Support>Restricting trades to a time range not working

  • #269432 |
    ChrisP
    Participant
    8 Posts

    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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    #269434
    tomas262
    Administrator
    1721 Posts

    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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