General question - Account Management / Position sizing / Timeframes & time zones

Talky_Zebra · Postby **Talky_Zebra** » 10 Mar 2024

In reviewing the documentation, it looks like there is some functionality in the MC NET code to support aspects I like to use in my strategies. Is there example code I could look at either on the forum here or in the default indicators + studies?

- Getting account balance, margin, and account equity: I would like to use these for position sizing, and for "emergency trade closures / cease trading" if equity goes too low.

- Forex spreads, bid-ask functions: I like to use these to avoid the least liquid times of the market... and avoid extra costs / big slippage.

- Any examples of position sizing code to look at? It would be great to get an idea of how it can work in MC NET

- Reading off of multiple timeframes (ie: 1 hr and 1 day): This still might be in the tutorials that I haven't finished, but would like to look at example code

- Time zones/GMT/Server time/Exchange time: I imported data from Dukascopy in GMT time, it is my preferred timeframe for FOREX. But, how to read and convert from the "server time" to GMT, or reverse?

Thanks

Polly MultiCharts · Postby **Polly MultiCharts** » 18 Mar 2024

Hello Talky_Zebra,

You can refer to the following sources:
1. Getting account balance, margin, and account equity.
Initial Capital
MaxLotsHeld

2. Forex spreads, bid-ask functions.
You can create two separate charts with Ask and Bid data and refer to these data series prices.
You might also use the Status line for that. Here is how to do that.

3. Any examples of position sizing code to look at.
You can use the CurrentPosition.OpenLots to get the size of the strategy's current open position.

4. Reading off of multiple timeframes (ie: 1 hr and 1 day)
Here is the code sample you can refer to:

Code: Select all

BarsOfData(1).Close[0]
BarsOfData(2).Close[0]

More info is here.

5. Time zones/GMT/Server time/Exchange time.
Please refer to this sample:

Code: Select all

using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;
using ATCenterProxy.interop;

namespace PowerLanguage.Strategy 
{
	public class DateTimeConvert : SignalObject 
	{
		public DateTimeConvert(object _ctx):base(_ctx){}
		
		DateTime timeNow;
		DateTime timeEsternNow;
		TimeZoneInfo easternZone;
		
		protected override void Create() 
		{
			// create variable objects, function objects, order objects etc.
		}
		
		protected override void StartCalc() 
		{
			timeNow = DateTime.Now;

			#region TimeZone ID
			/*
				Arabic Standard Time
				Arabic Standard Time\Dynamic DST
				Argentina Standard Time
				Argentina Standard Time\Dynamic DST
				Atlantic Standard Time
				Atlantic Standard Time\Dynamic DST
				AUS Central Standard Time
				AUS Eastern Standard Time
				AUS Eastern Standard Time\Dynamic DST
				Azerbaijan Standard Time
				Azores Standard Time
				Azores Standard Time\Dynamic DST
				Bahia Standard Time
				Bahia Standard Time\Dynamic DST
				Bangladesh Standard Time
				Bangladesh Standard Time\Dynamic DST
				Canada Central Standard Time
				Cape Verde Standard Time
				Caucasus Standard Time
				Caucasus Standard Time\Dynamic DST
				Cen. Australia Standard Time
				Cen. Australia Standard Time\Dynamic DST
				Central America Standard Time
				Central Asia Standard Time
				Central Brazilian Standard Time
				Central Brazilian Standard Time\Dynamic DST
				Central Europe Standard Time
				Central European Standard Time
				Central Pacific Standard Time
				Central Standard Time
				Central Standard Time\Dynamic DST
				Central Standard Time (Mexico)
				China Standard Time
				Dateline Standard Time
				E. Africa Standard Time
				E. Australia Standard Time
				E. Europe Standard Time
				E. South America Standard Time
				E. South America Standard Time\Dynamic DST
				Eastern Standard Time
				Eastern Standard Time\Dynamic DST
				Egypt Standard Time
				Egypt Standard Time\Dynamic DST
				Ekaterinburg Standard Time
				Ekaterinburg Standard Time\Dynamic DST
				Fiji Standard Time
				Fiji Standard Time\Dynamic DST 
			*/
			#endregion
			
            easternZone = TimeZoneInfo.FindSystemTimeZoneById("Eastern Standard Time");
            timeEsternNow = TimeZoneInfo.ConvertTime(timeNow, TimeZoneInfo.Local, easternZone);

			Output.WriteLine
				(" {0} {1} corresponds {2} {3}. ",
					timeNow,

					TimeZoneInfo.Local.IsDaylightSavingTime(timeNow) ? TimeZoneInfo.Local.DaylightName : TimeZoneInfo.Local.StandardName,

					timeEsternNow,

					easternZone.IsDaylightSavingTime(timeEsternNow) ? easternZone.DaylightName : easternZone.StandardName
				);
        }
		
		protected override void CalcBar()
		{

		}
	}
}

Talky_Zebra · Postby **Talky_Zebra** » 21 Mar 2024

Thanks Polly, I will try these out and learn how to use them.

General question - Account Management / Position sizing / Timeframes & time zones

General question - Account Management / Position sizing / Timeframes & time zones

Re: General question - Account Management / Position sizing / Timeframes & time zones

Re: General question - Account Management / Position sizing / Timeframes & time zones