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Direct MessagesDate/Time: Sat, 27 Apr 2024 22:25:44 +0000
Bartime in Backtesting
View Count: 1395
| [2018-11-23 19:52:45] |
| omeros - Posts: 4 |
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Hello, I am trying to exit all my positions in backtesting by 15:45 on a daily basis. I used the formula BARTIME>TIME(15,45,00), but I still have positions that continue the other day. How can I stop all my positions by a specific time using "Trading System Based on Alert Condition" while backtesting? Thanks a lot. |
| [2018-11-23 22:40:38] |
| Sawtooth - Posts: 3980 |
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BARTIME is the time stamp at the open of a bar. If there are no bars after 15:45, the formula will never go TRUE. You might try BARTIME>=TIME(15,44,59) What is really needed is the Simple Alert equivalent to the spreadsheet study's 'Last Bar End Date Time' (J41). Date Time Of Last Edit: 2018-11-24 13:55:43
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| [2018-11-25 07:30:05] |
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This is true that if there are no bars with a start time at or after 15:45, the formula never goes true. We will add a new variable for Simple Alerts to get the last bar end date-time. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-11-25 08:21:47
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| [2018-11-25 16:18:54] |
| omeros - Posts: 4 |
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Thank you. This function will really help.
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| [2019-04-27 20:08:33] |
| User861654 - Posts: 1 |
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Has this new variable for Simple Alerts been added yet? Thanks.
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| [2019-04-28 03:17:38] |
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Yes. It is: BARENDDATETIME Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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