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Date/Time: Fri, 28 Feb 2020 14:37:46 +0000



[User Discussion] - Set timing for spreadsheet automated trading system

[2013-12-06 10:42:45]
batman_ - Posts: 176 | Ending Date: 2020-04-09
(a) How do i set timing for spreadsheet automated trading system?
For example, i want to start from 0830 to 1600 Chicago time zone, from Monday to Friday.

(b) If i back testing, would it back test according to the time i set at (a)?
[2013-12-06 13:34:50]
tomgilb - Posts: 2387 | Ending Date: 2020-02-29
You can do this using cell J28:

=AND(J8=0,OR(J41-INT(J41)<TIMEVALUE("08:30:00"),J41-INT(J41)>TIMEVALUE("16:00:00")))

J41 is the chart time, which matches the timezone set in Global Settings >> Data/Trade Service Settings, so it will work both live and in replay.
[2013-12-07 07:47:59]
batman_ - Posts: 176 | Ending Date: 2020-04-09
Hi tomgilb

Thank you for your code. I tried to back testing today and it did started from 0830 chicago time zone according to data trading service setting BUT it didn't stop at 1600.

The back testing processes keep continue until over night time.

Please advice what could went wrong?

TQ
[2013-12-07 11:15:03]
batman_ - Posts: 176 | Ending Date: 2020-04-09
SC,

This is the first time i am back testing using SC Historical Intraday Futures with the latest version.

After the back testing, there were no Trade Activity Log nor Trade Orders and Positions' records.

Please advice accordingly.

TQ.
[2013-12-07 14:54:21]
tomgilb - Posts: 2387 | Ending Date: 2020-02-29
Thank you for your code. I tried to back testing today and it did started from 0830 chicago time zone according to data trading service setting BUT it didn't stop at 1600.
The back testing processes keep continue until over night time.
Please advice what could went wrong?

The reference to J8=0 allows an exit after 16:00, but not an entry. Are you getting entries after 16:00?

If you want no autotrading activity after 16:00, use this instead:
=OR(J41-INT(J41)<TIMEVALUE("08:30:00"),J41-INT(J41)>TIMEVALUE("16:00:00"))

If you want to flatten before market close, put this in J29:
=J41-INT(J41)>TIMEVALUE("15:59:00")

If you are using reversals, there are other things to consider. Here is a link to more examples:
http://www.sawtoothtrade.com/example-4.html
Date Time Of Last Edit: 2015-08-14 01:48:10

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