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Direct MessagesDate/Time: Wed, 24 Apr 2024 14:24:47 +0000
EOD or holiday detection for auto trading?
View Count: 348
| [2022-05-16 19:09:45] |
| User316362 - Posts: 210 |
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I have an auto trader that trades everyday. I cancel any open orders programmatically at 16:00EST. I could also use the Global Profit/Loss Management to flatten orders at a specific time. My problem comes in when we have a short day that ends at say 13:00 EST. I'm in need of a way to get the "end of Day" programmatically to be able to flatten any remaining open orders on say a short trading day. Does Sierra keep track of the "EOD (end of trading day)" somewhere I can access to make sure there are no open orders left trading at the EOD. Of course, most all days are the same but holidays create a problem with open orders sometimes remaining. Or even a "holiday/Short Day" indicator (isShortTradingDay()) so that the auto trader can detect and avoid trading on those days? I'm looking for an ACSIL solution or even a change to the "Global Profit/Loss" settings to select "EOD" versus a specific time. Date Time Of Last Edit: 2022-05-16 20:40:30
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| [2022-05-16 21:43:38] |
| John - SC Support - Posts: 31059 |
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Sorry, there is no indicator of when a day has ended. There is just the lack of trading.
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