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Date/Time: Sat, 18 May 2024 07:58:13 +0000



Post From: Market on close orders with automated trading

[2017-10-06 21:30:48]
Sawtooth - Posts: 4000
In addition to the imprecision of DateTime values, there are other considerations:
1) J41 does not necessarily update every second.
2) The Time number format of a cell does not affect the underlying DateTime value.
3) An order at the last second of the day may not execute before the day's close.

Ignoring #3, I would use formulas like these, which gives a 2 second window from 16:14:58 to 16:15:00:
L3: =AND($J$8>0,$J$41-INT($J$41)>$J$76-INT($J$76)-1/86400,$J$41-INT($J$41)<$J$76-INT($J$76)+1/86400)
N3: =AND($J$8<0,$J$41-INT($J$41)>$J$76-INT($J$76)-1/86400,$J$41-INT($J$41)<$J$76-INT($J$76)+1/86400)

Here's another way to do it, without referencing J76:
L3: =AND($J$8>0,$J$41-INT($J$41)>TIMEVALUE("16:14:58"),$J$41-INT($J$41)<TIMEVALUE("16:15:00"))
N3: =AND($J$8<0,$J$41-INT($J$41)>TIMEVALUE("16:14:58"),$J$41-INT($J$41)<TIMEVALUE("16:15:00"))
Using the above, it would be easier to adjust the time window, to account for #3, either wider or earlier or both.