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[Programming Help] - Disable Trading Time Formula

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[2020-07-16 01:03:25] #1 [Go To First Post]
User355030 - Posts: 163
I'm looking to write a formula (most likely in "J28") that allows for up to 1 total trade (J52) between 00:00:00 - 07:00:00 and up to 1 total trade (J52) between 09:00:00. Any ideas?

[2020-07-16 01:04:11] #2 [Go To First Post]
User355030 - Posts: 163
@tomgilb

[2020-07-16 01:18:19] #3 [Go To First Post]
Sawtooth - Posts: 3992
What is the end time of the second time window?

[2020-07-16 01:23:32] #4 [Go To First Post]
User355030 - Posts: 163
Sorry 09:00:00-15:00:00

[2020-07-16 01:23:54] #5 [Go To First Post]
User355030 - Posts: 163
@tomgilb

[2020-07-16 01:46:53] #6 [Go To First Post]
Sawtooth - Posts: 3992
Try this: J28: =AND(J8 = 0, OR(OR(FRACTIME(J41) < TIMEVALUE("00:00:00"), FRACTIME(J41) > TIMEVALUE("15:00:00")), AND(FRACTIME(J41) > TIMEVALUE("07:00:00"), FRACTIME(J41) < TIMEVALUE("09:00:00")))) This is a modification of this example: https://www.sierrachart.com/index.php?page=doc/SpreadsheetExampleFormulasAndUsage.php#DisableTradingOutsideOfRegularTradingHoursAnd2HoursMidday H28: =OR(AND(FRACTIME(J41) > TIMEVALUE("00:00:00"), FRACTIME(J41) < TIMEVALUE("07:00:00"),J52=0), AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52=1)) Reference $H$28 = 1 in your K3/M3 formulas. Note: I didn't test this.

[2020-07-19 22:26:53] #7 [Go To First Post]
User355030 - Posts: 163
@tomgilb, thanks for the reply. The formula below doesn't take the "1 trade into consideration." "J28: =AND(J8 = 0, OR(OR(FRACTIME(J41) < TIMEVALUE("00:00:00"), FRACTIME(J41) > TIMEVALUE("15:00:00")), AND(FRACTIME(J41) > TIMEVALUE("07:00:00"), FRACTIME(J41) < TIMEVALUE("09:00:00")))) "

[2020-07-19 22:28:36] #8 [Go To First Post]
User355030 - Posts: 163
never mind, you are saying to use both of the formulas

[2020-07-19 22:42:34] #9 [Go To First Post]
User355030 - Posts: 163
@tomgilb, I am confused on how these formulas meet the requirement

[2020-07-20 03:57:47] #10 [Go To First Post]
Sawtooth - Posts: 3992
The J28 formula disables autotrading outside of your two time windows. The H28 formula allows autotrading inside of your two time windows, plus J52 must be 0 inside the first time window, and J52 must be 1 inside the second time window. J52 will be 0 at the start of the day, so H28 will be true inside of the first time window. J52 will be 1 if a trade occurred in the first time window, so only one trade would occur inside the first time window, but will allow a trade in the second time window. J52 will be 2 if a trade occurred in the second time window, so only one trade would occur inside the second time window. If no trade occurred in the first time window, then no trade would occur in the second time window. If you want a trade in the second time window when none occurred in the first time window, use this formula instead in H28: =OR(AND(FRACTIME(J41) > TIMEVALUE("00:00:00"), FRACTIME(J41) < TIMEVALUE("07:00:00"),J52<1), AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52<2)) Then you reference H28 in your K3/M3 formulas, like this: =AND(YourEntryConditions,$H$28=1)

[2020-07-22 01:58:58] #11 [Go To First Post]
User355030 - Posts: 163
@tomgilb I appreciate all your help. I want the two time windows to be completely independent from another. Meaning that if there is a trade in the first window, there can be a trade in the second window. If there is no trade in the first window, there can still be a trade in the second window. Both time windows are aloud one daily trade.

[2020-07-22 02:25:50] #13 [Go To First Post]
User355030 - Posts: 163
Actually your original is fine Date Time Of Last Edit: 2020-07-22 02:25:57

[2020-07-22 02:59:17] #14 [Go To First Post]
User355030 - Posts: 163
@tomgilb Last piece is having the positions flatten at 07:00:00 & 15:00:00

[2020-07-22 03:59:59] #15 [Go To First Post]
Sawtooth - Posts: 3992
Last piece is having the positions flatten at 07:00:00 & 15:00:00 Cell J29: =OR(AND(FRACTIME(J41) >= TIMEVALUE("07:00:00"),FRACTIME(J41) < TIMEVALUE("09:00:00")),FRACTIME(J41) >= TIMEVALUE("15:00:00"))

[2020-07-22 17:12:31] #16 [Go To First Post]
User355030 - Posts: 163
@tomgilb this formula actually doesn't work because if 00:00:00 - 07:00:00 doesn't have a trade, then 09:00:00 - 15:00:00 can have potentially two trades. =OR(AND(FRACTIME(J41) > TIMEVALUE("00:00:00"), FRACTIME(J41) < TIMEVALUE("07:00:00"),J52<1), AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52<2))

[2020-07-22 19:25:21] #17 [Go To First Post]
Sawtooth - Posts: 3992
Try this in H28: =OR(AND(FRACTIME(J41) > TIMEVALUE("00:00:00"), FRACTIME(J41) < TIMEVALUE("07:00:00"),J52=0), IF(AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52=0),AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52=0),AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52=1))) Note: I didn't test this.

[2020-07-26 21:44:40] #18 [Go To First Post]
User355030 - Posts: 163
Hey Tom this formula does not work, it fires off two trades from 09:00:00 -15:00:00 when there is no trade from 00:00:00 - 07:00:00 Try this in H28: =OR(AND(FRACTIME(J41) > TIMEVALUE("00:00:00"), FRACTIME(J41) < TIMEVALUE("07:00:00"),J52=0), IF(AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52=0),AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52=0),AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),J52=1)))

[2020-07-27 02:15:38] #19 [Go To First Post]
Sawtooth - Posts: 3992
Try this in H28: =OR(AND(FRACTIME(J41) > TIMEVALUE("00:00:00"), FRACTIME(J41) < TIMEVALUE("07:00:00"),J52=0), AND(FRACTIME(J41) > TIMEVALUE("09:00:00"), FRACTIME(J41) < TIMEVALUE("15:00:00"),OR(J52=0, AND(J52=1, FRACTIME(J43) > TIMEVALUE("00:00:00"), FRACTIME(J43) < TIMEVALUE("07:00:00"))))) Note: I didn't test this. If this formula doesn't work for you, you can use these examples to create a formula on your own that does what you want.

[2020-07-27 14:55:45] #20 [Go To First Post]
User90125 - Posts: 715
At this point the OP might want to contact Tom directly at https://www.sawtoothtrade.com/contact as he does this for a living. Pay a few shekels and get a working answer.

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