Hello strategy programmers,

I am using a entry period in my strategy.

While working with time bars I am having no problems with the correct entry time span.

If I am changing to renko-bars, then the system is not checking, that an order is to late.
I am using close bars and that will not change.

Here is the text, that I wrote with starting at code line 77:

// Here is the check for the valid entry period.
// Most likely the assignment to the second data series from the 1-minute chart is missing here,
// because by means of Renko probably only the times of the closed bars are used instead of realtime.
// (by the way, the staregy works with closed renkos, i.e. close-bars).
// The question arises whether the time condition has to be included elsewhere.
// However, previous attempts proved unsuccessful.

You will find the ExampleStrategy as attachment.

Thank you for helping me!

Best regards,
Renkotrader

Just use the secondary time series as the input for the if statement. Thats is secondary Times[1][0] instead of primary Times[0][0]

 

Code

(Times[1][0].TimeOfDay >= startTime.TimeOfDay) && (Times[1][0].TimeOfDay <= endTime.TimeOfDay))

Renkotrader 

Hello strategy programmers

Actually having a second look at this that if statement does nothing. You should to turn it into a bool variable like this,

 

Code

bool CanTrade = Times[1][0].TimeOfDay >= startTime.TimeOfDay && Times[1][0].TimeOfDay <= endTime.TimeOfDay

Then use that bool in the crossover condition. Something like this.

 

Code

if (CanTrade) { if (CrossAbove(smaFast, smaSlow, 1)) EnterLong(); else if (CrossBelow(smaFast, smaSlow, 1)) EnterShort(); }

Of course then you will have to handle the exits after you have a position and CanTrade is =false