Hello programmers,

I am having a logical problem with the "if-solution", that I got here in this forum from a very helpful person

 

Code

List<bool> conditionEnabledEntryShort = new List<bool>(); conditionEnabledEntryShort.Add(activShort); if (activEntry1) conditionEnabledExitShort.Add(shortEntry1()); if (activEntryFilter1) conditionEnabledExitShort.Add(shortEntryFilter1()); if (activEntryFilter2) conditionEnabledExitShort.Add(shortEntryFilter2()); if (activEntryFilter3) conditionEnabledExitShort.Add(shortEntryFilter3()); bool shouldEnterShort = conditionEnabledEntryShort.All(condition => condition); if (shouldEnterShort) { EnterShort(Convert.ToInt32(contractsShort), @"EntryShort"); }

This code works perfect in the case, that different conditions are working at one time, if activated with "true" in the parameter list. With deactivating als false I can reduce the conditions. So the "if" are connected with an imaginary "and".

If I want to use this structure in case of imaginary "or" for different stopp conditions, I cant use this with "if". I need an "or"-connector - but with "else if", "else" or reverse order or the negation with "!" like (!activEntry1) I cant build the scenario. I tried a while and with debugging - but I did not find the way of solution, that is working.

Have you got an idee or can telling me, what I am doing wrong?

This is, what I am searching (but not in one statement - I need 4 single statements:

 

Code

IF (activExit1) conditionEnabledExitShort.Add(shortExit1()); OR (activExit2) conditionEnabledExitShort.Add(shortExit2()); OR (activExit3) conditionEnabledExitShort.Add(shortExit3()); OR (activExit4) conditionEnabledExitShort.Add(shortExit4());

Thank you for open my eyes.

Best regards,
Renkotrader

@Renkotrader

What about this:

 

Code

List<bool> conditionEnabledExitShort = new List<bool>(); if (activExit1) { conditionEnabledExitShort.Add(shortExit1()); } if (activExit2) { conditionEnabledExitShort.Add(shortExit2()); } if (activExit3) { conditionEnabledExitShort.Add(shortExit3()); } if (activExit4) { conditionEnabledExitShort.Add(shortExit4()); } bool shouldExitShort = conditionEnabledExitShort.Contains(true); if (shouldExitShort) { // Execute your code when at least one of the conditions is true }

Hello trendisyourfriend,

thank you for you help

I reduced my project for this example. It is compiling without errors, but its not works. That means: no results. I hope, that I did not generated a new bug.

In this example are only four time exits - no other kind of exit strategy:
a) open COMEX/NYMEX
b) open NYSE
c) close XETRA
d) End of trading day

 

Code

// Variables Fix Exit Times (realized as period: Start & End) private DateTime nymexOpenStart; private DateTime nymexOpenEnd; private DateTime nyseOpenStart; private DateTime nyseOpenEnd; private DateTime xetraOpenStart; private DateTime xetraOpenEnd; private DateTime endTradingDayStart; private DateTime endTradingDayEnd; // Entry Long private bool longEntry1() { return (Close[0] > High[1]); } private bool longEntry2() { return (Close[0] > SMA1[0]); } // Conditions Fix Exit Times (realized as period: Start & End) private bool fixExit1() { return ((Times[0][0].TimeOfDay >= nymexOpenStart.TimeOfDay) && (Times[0][0].TimeOfDay <= nymexOpenEnd.TimeOfDay)); } private bool fixExit2() { return ((Times[0][0].TimeOfDay >= nyseOpenStart.TimeOfDay) && (Times[0][0].TimeOfDay <= nyseOpenEnd.TimeOfDay)); } private bool fixExit3() { return ((Times[0][0].TimeOfDay >= xetraOpenStart.TimeOfDay) && (Times[0][0].TimeOfDay <= xetraOpenEnd.TimeOfDay)); } private bool fixExit4() { return ((Times[0][0].TimeOfDay >= endTradingDayStart.TimeOfDay) && (Times[0][0].TimeOfDay <= endTradingDayEnd.TimeOfDay)); } protected override void OnStateChange() { if (State == State.SetDefaults) { BarsRequiredToTrade = 20; Calculate = Calculate.OnBarClose; Description = @""; EntriesPerDirection = 1; EntryHandling = EntryHandling.UniqueEntries; ExitOnSessionCloseSeconds = 300; IsExitOnSessionCloseStrategy = true; IsFillLimitOnTouch = false; IsInstantiatedOnEachOptimizationIteration = true; MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix; Name = "ExampleActiveFilterWithOR"; OrderFillResolution = OrderFillResolution.Standard; RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose; Slippage = 0; StartBehavior = StartBehavior.WaitUntilFlat; StopTargetHandling = StopTargetHandling.ByStrategyPosition; TimeInForce = TimeInForce.Day; TraceOrders = false; activeLong = true; activeShort = true; activeEntry1 = true; activeEntry2 = true; activeFixExit1 = false; activeFixExit2 = false; activeFixExit3 = false; activeFixExit4 = false; contractsLong = 1; contractsShort = 1; smaPeriods = 40; // Fix Exit Times (realized as period: Start & End) nymexOpenStart = DateTime.Parse("14:15", System.Globalization.CultureInfo.InvariantCulture); nymexOpenEnd = DateTime.Parse("14:25", System.Globalization.CultureInfo.InvariantCulture); nyseOpenStart = DateTime.Parse("15:15", System.Globalization.CultureInfo.InvariantCulture); nyseOpenEnd = DateTime.Parse("15:25", System.Globalization.CultureInfo.InvariantCulture); xetraOpenStart = DateTime.Parse("17:20", System.Globalization.CultureInfo.InvariantCulture); xetraOpenEnd = DateTime.Parse("17:30", System.Globalization.CultureInfo.InvariantCulture); endTradingDayStart = DateTime.Parse("21:40", System.Globalization.CultureInfo.InvariantCulture); endTradingDayEnd = DateTime.Parse("21:55", System.Globalization.CultureInfo.InvariantCulture); } else if (State == State.Configure) { } else if (State == State.DataLoaded) { } } protected override void OnBarUpdate() { if (CurrentBar < BarsRequiredToTrade) return; if (BarsInProgress != 0) return; { List<bool> conditionEnabledExitLong = new List<bool>(); if (activeFixExit1) { conditionEnabledExitLong.Add(fixExit1()); } if (activeFixExit2) { conditionEnabledExitLong.Add(fixExit2()); } if (activeFixExit3) { conditionEnabledExitLong.Add(fixExit3()); } if (activeFixExit4) { conditionEnabledExitLong.Add(fixExit4()); } bool shouldExitLong = conditionEnabledExitLong.Contains(true); if (shouldExitLong) { Print("ExitLong " + Time [0]); ExitLong(Convert.ToInt32(contractsLong), @"ExitLong", @"EntryLong"); } } }

Best regards,
Renkotrader

You did not say what went wrong. I've observed something in your script: the way you've defined your exit time may not be effective because it doesn't account for the possibility of a trading day spanning two days. For instance, the ES market opens at 18:00 ET but closes at 17:00 ET on the following day. To address this, consider using the SessionIterator to accurately assign time values to your variables to assign the correct time to your variables:

Look at my last indicator and study how i use it.

Renkotrader 

Hello trendisyourfriend, thank you for you help I reduced my project for this example. It is compiling without errors, but its not works. That means: no results. I hope, that I did not generated a new bug. In this example are only four time exits - no other kind of exit strategy: a) open COMEX/NYMEX b) open NYSE c) close XETRA d) End of trading day   Code // Variables Fix Exit Times (realized as period: Start & End) private DateTime nymexOpenStart; private DateTime nymexOpenEnd; private DateTime nyseOpenStart; private DateTime nyseOpenEnd; private DateTime xetraOpenStart; private DateTime xetraOpenEnd; private DateTime endTradingDayStart; private DateTime endTradingDayEnd; // Entry Long private bool longEntry1() { return (Close[0] > High[1]); } private bool longEntry2() { return (Close[0] > SMA1[0]); } // Conditions Fix Exit Times (realized as period: Start & End) private bool fixExit1() { return ((Times[0][0].TimeOfDay >= nymexOpenStart.TimeOfDay) && (Times[0][0].TimeOfDay <= nymexOpenEnd.TimeOfDay)); } private bool fixExit2() { return ((Times[0][0].TimeOfDay >= nyseOpenStart.TimeOfDay) && (Times[0][0].TimeOfDay <= nyseOpenEnd.TimeOfDay)); } private bool fixExit3() { return ((Times[0][0].TimeOfDay >= xetraOpenStart.TimeOfDay) && (Times[0][0].TimeOfDay <= xetraOpenEnd.TimeOfDay)); } private bool fixExit4() { return ((Times[0][0].TimeOfDay >= endTradingDayStart.TimeOfDay) && (Times[0][0].TimeOfDay <= endTradingDayEnd.TimeOfDay)); } protected override void OnStateChange() { if (State == State.SetDefaults) { BarsRequiredToTrade = 20; Calculate = Calculate.OnBarClose; Description = @""; EntriesPerDirection = 1; EntryHandling = EntryHandling.UniqueEntries; ExitOnSessionCloseSeconds = 300; IsExitOnSessionCloseStrategy = true; IsFillLimitOnTouch = false; IsInstantiatedOnEachOptimizationIteration = true; MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix; Name = "ExampleActiveFilterWithOR"; OrderFillResolution = OrderFillResolution.Standard; RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose; Slippage = 0; StartBehavior = StartBehavior.WaitUntilFlat; StopTargetHandling = StopTargetHandling.ByStrategyPosition; TimeInForce = TimeInForce.Day; TraceOrders = false; activeLong = true; activeShort = true; activeEntry1 = true; activeEntry2 = true; activeFixExit1 = false; activeFixExit2 = false; activeFixExit3 = false; activeFixExit4 = false; contractsLong = 1; contractsShort = 1; smaPeriods = 40; // Fix Exit Times (realized as period: Start & End) nymexOpenStart = DateTime.Parse("14:15", System.Globalization.CultureInfo.InvariantCulture); nymexOpenEnd = DateTime.Parse("14:25", System.Globalization.CultureInfo.InvariantCulture); nyseOpenStart = DateTime.Parse("15:15", System.Globalization.CultureInfo.InvariantCulture); nyseOpenEnd = DateTime.Parse("15:25", System.Globalization.CultureInfo.InvariantCulture); xetraOpenStart = DateTime.Parse("17:20", System.Globalization.CultureInfo.InvariantCulture); xetraOpenEnd = DateTime.Parse("17:30", System.Globalization.CultureInfo.InvariantCulture); endTradingDayStart = DateTime.Parse("21:40", System.Globalization.CultureInfo.InvariantCulture); endTradingDayEnd = DateTime.Parse("21:55", System.Globalization.CultureInfo.InvariantCulture); } else if (State == State.Configure) { } else if (State == State.DataLoaded) { } } protected override void OnBarUpdate() { if (CurrentBar < BarsRequiredToTrade) return; if (BarsInProgress != 0) return; { List<bool> conditionEnabledExitLong = new List<bool>(); if (activeFixExit1) { conditionEnabledExitLong.Add(fixExit1()); } if (activeFixExit2) { conditionEnabledExitLong.Add(fixExit2()); } if (activeFixExit3) { conditionEnabledExitLong.Add(fixExit3()); } if (activeFixExit4) { conditionEnabledExitLong.Add(fixExit4()); } bool shouldExitLong = conditionEnabledExitLong.Contains(true); if (shouldExitLong) { Print("ExitLong " + Time [0]); ExitLong(Convert.ToInt32(contractsLong), @"ExitLong", @"EntryLong"); } } } Best regards, Renkotrader

Hi trendisyourfriend

1. The time zone, the nightly break, is not a problem in my case. The reason is: I am German and I am working inside the Central European Time zome. That means: our trading days in Futures are starting at 00:00 o'clock and they ends at 22:00 at EUREX or 23:00 at CME. The only problem could be there, if Germany or the USA are switching to summer or winter time, because there is a time period from three weeks difference, for that the periods are not synchronized. But I will take a look in your Indicator - its looks very professional.

2. I had forgotten to put an entry condition in my example script. Here is the complete example script, that is working. So another very good job from you and I am saying "thank you!".

3. Another problem with the script is, that I am using its with a renko bar type. I added "AddDataSeries(BarsPeriodType.Minute, 1);" and this works well in combination with "if (BarsInProgress == 0)" and "if (BarsInProgress == 1)", if I am using time candles. So in using the close for a candle in my strategy, the fix exit for example 14:20 is working at 14:21 instead 14:25 at 5-minutes-chart. Same to other higher time bars. But in using renko bars it is not working. Have you got a solution for me in this?

4. I tried to move the time conditions for "Exit Long" and "Exit Short" to "OnExecutionUpdate", because this is the right place, if I am understanding the things. I dont know, why the startegy builder is not doing its. So I made each thing in "OnBarUpdate". If I am moving the code in this section, then the 4 activating/deactivating buttons in the parameter list are having no effect. That means: ignoring the decission for "on". For that an idea or a solution would be great, too.

Have a great day,
Renkotrader