I used the following to generate a stop order within time>=0916 and time<=1615,I tried the following programme in backtesting and found that stop order will not be generated outside the time period. however I still see stop order generated in IB screen after 1615 in real trade, is there any problem with the following programme?
if date=trade_date then begin
if time>=0916 and time<=1615 then begin
if ((mp_s[1]=0 and mp_s>0) or
(mp_s[1]=0 and mp_s<0) or
(mp_s[1]>0 and mp_s=0) or
(mp_s[1]<0 and mp_s=0) or
(mp_s[1]>0 and mp_s<0) or
(mp_s[1]<0 and mp_s>0)) then traded=traded+1;
If traded=0 and action = 1 then
buy 2 contract next bar at Tri stop;
If traded=0 and action = 2 then
sellshort 2 contract next bar at Tri stop;
end;
end;
Stop order within specified time period
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Re: Stop order within specified time period
Hello dingmanhoe123,
Even in backtesting the following code can generate the order after 1615 as "next bar" order command is used and the condition is "if time>=0916 and time<=1615".
Even in backtesting the following code can generate the order after 1615 as "next bar" order command is used and the condition is "if time>=0916 and time<=1615".