How to close position at 5pm time?
Author: bundasse
Creation Date: 4/6/2009 7:10 AM
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bundasse

#1

4/6/2009 7:10 AM

Hi,
i remember i saw a topic on the time... but i don't find it again...
i'm backtesting an intraday system and i want that my system works from 9 am to 5 pm... (not during the pit/electronic time) and if there is position at 5 pm, close it... at the close of the bar for example...

what i have to write on my script ?

thx
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Eugene

#2

4/6/2009 7:29 AM

Think .NET: DateTime.Hour Property

Examples - Wiki:
Intraday / Multi-Time Frame | Keep from holding positions overnight
Intraday strategy based on time of day
http://www2.wealth-lab.com/WL5WIKI/cs27588.ashx

Examples - Forum:
See reply from 1/11/2008 1:25 PM
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