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Re: One Night Stand System [Re: RTG] #452984
07/02/15 22:07
07/02/15 22:07
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Joined: Dec 2013
Posts: 568
Fuerth, DE
In my understanding a decisive fact should be the 'trade over the weekend', so if you want to put it on a random base simply omit the trend filter and enter long or short randomly.

Re: One Night Stand System [Re: Sphin] #453407
07/24/15 23:49
07/24/15 23:49
Joined: Feb 2014
Posts: 181
R
RTG Offline OP
Member
RTG  Offline OP
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R

Joined: Feb 2014
Posts: 181
Live running demo running on myfxbook.

http://www.myfxbook.com/members/Sheffield/ons/1315213

Last edited by RTG; 07/24/15 23:50.
Re: One Night Stand System [Re: RTG] #454001
08/24/15 01:42
08/24/15 01:42
Joined: Feb 2014
Posts: 181
R
RTG Offline OP
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RTG  Offline OP
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R

Joined: Feb 2014
Posts: 181
Im noticing that the script exits positions before 9am ET time. Currently the script is run on an amazon VPS set to New York time.

For instance today, it exited all the positions around 1am Monday morning.

This being the exit condition of the script, the intention is to exit at 9am New York time on the first trading day after the Friday.


if (ldow(ET) != 5 && dow() != 6 && dow() != 7 && lhour(ET) >= 9) {
exitLong();
exitShort();

Re: One Night Stand System [Re: RTG] #454002
08/24/15 02:36
08/24/15 02:36
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Midnight in Greenwich is sunset in New York.

You're trading in days, not in hours. If you want to always open and close positions at a certain time, set BarZone and BarOffset accordingly. However for gap trading it probably makes sense to close the trade as early as possible, so Monday 00:00 might be ok.

Re: One Night Stand System [Re: jcl] #454015
08/24/15 14:13
08/24/15 14:13
Joined: Feb 2014
Posts: 181
R
RTG Offline OP
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RTG  Offline OP
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Joined: Feb 2014
Posts: 181
I think it maybe more obvious than that. Why don't I just get rid of the ET offset since the VPS is located is located in the USA anyway?

Re: One Night Stand System [Re: RTG] #454016
08/24/15 14:18
08/24/15 14:18
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
It is irrelevant for the script where the VPS is located.

Re: One Night Stand System [Re: jcl] #454026
08/25/15 04:01
08/25/15 04:01
Joined: Feb 2014
Posts: 181
R
RTG Offline OP
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RTG  Offline OP
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Joined: Feb 2014
Posts: 181
Does BarOffset always work in minutes?

In this case, I can set BarOffset = ET + 9.5 * 60.

From the zorro help file.

BarOffset
Bar start time offset in minutes. Bars and frames normally start at a date/time boundary; f.i. 60-minute bars start at every full hour, and daily bars start at UTC midnight. This can be changed with BarOffset. For daily bars, BarOffset determines the UTC minute into the day when the candle opens, and can be used for setting the bar begin to a certain time zone.

Re: One Night Stand System [Re: RTG] #454030
08/25/15 07:54
08/25/15 07:54
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes, in minutes, but without ET.

For bars beginning at 9:30 AM in New York, use BarZone = ET and BarOffset = 9*60+30.

And test the system with TICKS - it uses pending entries and exits after 1 bar, so without TICKS the result will be very inaccurate.

Re: One Night Stand System [Re: RTG] #454720
09/15/15 19:37
09/15/15 19:37
Joined: Oct 2012
Posts: 11
parrondo Offline
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parrondo  Offline
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Joined: Oct 2012
Posts: 11
Hi, RTG
do you have and orphan EURJPY trade in your myfxbook acount for this system?

I mean, this will distort the results for sure.

Thank you for your input.

Re: One Night Stand System [Re: parrondo] #454722
09/16/15 00:17
09/16/15 00:17
Joined: Feb 2014
Posts: 181
R
RTG Offline OP
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RTG  Offline OP
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Joined: Feb 2014
Posts: 181
Yes, zorro stopped responding and when restarted it subsequently 'forgot' the trade was open. I assumed the script would close out the position on the Monday and didn't think to check it myself until later in the week.

It is a demo account even though it says it is a real account on fxbook.

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