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Thank you. Now that I see your answer I realize I should have
thought about it a bit more before asking, but I'm still on the steep
part of the learning curve on the MS formula language.
Gary
--- In Metastockusers@xxxx, "Joe J." <jojab@xxxx> wrote:
> Gary,
>
> This might at least give you a start. I use the following function
to
> close the trades towards the end of a day (add it as an "OR"
condition
> to what ever other rules close the trade for you):
>
> OR
> Hour()*100+Minute()=1545
>
> (just make sure your intraday bars have that interval)
>
> Obviously then you could use:
>
> AND
> Hour()*100+Minute()>=930
>
> when looking at opening the position back up again the next morning.
>
> Since I don't know what parameters you are using to go long or
short, I
> can't help you with the rest but if you combine this with your
minimal
> requirements to be back in the trade, that should work.
>
> Good Trading,
>
> Joe J.
>
>
> -----Original Message-----
> From: Gary
> Sent: Sun 10/27/2002 3:27 PM
> To: Metastockusers@xxxx
> Cc:
> Subject: [Metastockusers] Closing positions overnight
>
> In writing a system for testing, has anyone written rules which
will
> close an open position at the end of the day (perhaps 15 minutes
> before market close), and then re-open again the next morning? I'm
> aiming to model my current day-trading strategy where I'm not
> experienced enough to leave positions open overnight to avoid big
> gains/losses from gap open. So, I'd like to remove the effects
over
> gap open changes from my test results.
>
> I imagine that the time-based close is easy. But, I have not
figured
> out yet how to re-open a position on the open of the next day, OR
> probably better - how to re-evaluate the position based on the
> initial trading the next day to see whether yesterday's position
> should still be open. Any thoughts?
>
> Thanks.
>
> Gary
>
>
>
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