Posted by bronxbomber on 20th of May 2009 at 08:26 pm
Does anyone have the Easy Language text for setting up the
End Of Day exit strategy ? If so could you please post them as a
Notepad doc or some other form that can be copied and pasted. I
have tried to install the proper settings from the T.S. Forum but
hve had mixed results, with either early exits or no exits at
all.Thanks.
Posted by bronxbomber on 21st of May 2009 at 07:48 am
I tried the TS strategy called " Time Exit Calender LX ", where
you set the time to exit the position. I set the chart to use "
regular session " hours 9:30 to 16:15,I then formatted the strategy
to exit at 0 days, 6 hours and 25 minutes. At the first 15
minute bar , 9:45, it exited the position ???? I am now holding a
position in SRS and have the changed the settings to 1 day 6 hours
and 25 minutes. If SRS trades up all day I will let it play out and
see what happens, but if for any reason I feel that the position is
in jeopardy I will close it down before EOD. Will let you know one
way or the other. Good Luck.
I use a custom session time in TS set to end at 3:59 PM and the
following code to exit EOD:
SetExitOnClose;
P.S. I have also tested other session end times for the last 5
minutes of the regular session for the SRS 15 min system and
find that 3:59 PM is the optimum time for EOD exit.
The SetExitOnClose statement does not work for automated trading
at regular session end time of 4:00 PM, but works fine for custome
session times ending before 4:00 PM.
Carey
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End of day exits on TS
Posted by bronxbomber on 20th of May 2009 at 08:26 pm
Does anyone have the Easy Language text for setting up the End Of Day exit strategy ? If so could you please post them as a Notepad doc or some other form that can be copied and pasted. I have tried to install the proper settings from the T.S. Forum but hve had mixed results, with either early exits or no exits at all.Thanks.
Let me know if you
Posted by apple on 21st of May 2009 at 01:25 am
Let me know if you can get one done since I need the EOD for my TS too. Thanks
EOD Exits
Posted by bronxbomber on 21st of May 2009 at 07:48 am
I tried the TS strategy called " Time Exit Calender LX ", where you set the time to exit the position. I set the chart to use " regular session " hours 9:30 to 16:15,I then formatted the strategy to exit at 0 days, 6 hours and 25 minutes. At the first 15 minute bar , 9:45, it exited the position ???? I am now holding a position in SRS and have the changed the settings to 1 day 6 hours and 25 minutes. If SRS trades up all day I will let it play out and see what happens, but if for any reason I feel that the position is in jeopardy I will close it down before EOD. Will let you know one way or the other. Good Luck.
Bronx, Session ends at 1600
Posted by darnelds on 21st of May 2009 at 10:50 am
Bronx, Session ends at 1600 for listed stocks. Maybe that 1615 end time is worth a check.
Auto EOD exits
Posted by bronxbomber on 21st of May 2009 at 11:10 am
EOD exit
Posted by cdjd on 20th of May 2009 at 09:31 pm
inputs:barsBefore EOD(2);
variable: SessionEnd(0);
if date <> date[1] then
SessionEnd=calctime(Sess1EndTime,-barsbefore EOD*BarInterval) ;
if time >= SessionEnd then sell(" EOD") next bar market;
first" IF" statement is acted upon each new day at first bar and calculates when session ends (usually 4:15)
I use a custom session
Posted by cnaquin on 20th of May 2009 at 10:25 pm
I use a custom session time in TS set to end at 3:59 PM and the following code to exit EOD:
SetExitOnClose;
P.S. I have also tested other session end times for the last 5 minutes of the regular session for the SRS 15 min system and find that 3:59 PM is the optimum time for EOD exit.
The SetExitOnClose statement does not work for automated trading at regular session end time of 4:00 PM, but works fine for custome session times ending before 4:00 PM.
Carey