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Date/Time: Fri, 26 Apr 2024 14:32:33 +0000



[Programming Help] - Spreadsheet System: Flatten Positions at Set Time

View Count: 676

[2020-06-26 02:07:56]
Marion2025 - Posts: 13
Hello,

I'm trying to implement a spreadsheet trading system that flattens all positions at a set time, and, does not allow any new trades beyond that time. In my spreadsheet I have the following settings:

Allow Trading Only During Time Range (read/write): TRUE
Start Time For Allowed Time Range (read/write): 10:31:00
End Time For Allowed Time Range (read/write): 15:49:00
Flatten Positions And Cancel Orders At Set Time (read/write): TRUE
Time For Flatten Positions And Cancel Orders (read/write): 15:49:00

The problem is, the system will flatten trades at 15:49:00 but then will still put on a new trade at 15:49:00 that will be held until I reach the allowed start time to possibly exit. I want all trades to flatten at 15:49:00 with no new trades allowed. If I set the flatten time after the allowed end time, the trades are not flattened, as the flatten time is outside the allowed trading time. How do I get this to work as desired?

Thank you,

Alex
[2020-06-26 02:42:08]
Sawtooth - Posts: 3976
How do I get this to work as desired?
Use J28/J29 instead of J85-J89, with formulas like these:
J28:
=AND(J8=0,OR(FRACTIME(J41)<TIMEVALUE("10:31:00"),FRACTIME(J41)>TIMEVALUE("15:45:00")))
J29:
=FRACTIME(J41)>=TIMEVALUE("15:49:00")

Referencing J8=0 in J28 allows exits after the time window, but disallows entries after the time window, so that J29 can flatten after the time window.
Date Time Of Last Edit: 2020-06-26 02:43:04
[2020-06-26 04:35:41]
Marion2025 - Posts: 13
Yeah that's what I ended up doing, just annoying I need another formula

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