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Re: Precise AssetMarketStart/End
[Re: Zheka]
#485710
04/16/22 12:25
04/16/22 12:25
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Posts: 785
Zheka
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Have a (closer) look at the log I provided - it prints AssetMarketStart/End set for the asset.
Upd: ! even if you set AssetMarketStart/End/Zone directly in the script, NOSHIFT is NOT getting set for SPY, but IS set for SPX500 and FX.
Last edited by Zheka; 04/16/22 12:49.
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Re: Precise AssetMarketStart/End
[Re: Zheka]
#485759
04/19/22 11:14
04/19/22 11:14
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Zheka
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Maybe yes - maybe no...log knows [87: Tue 22-01-04 20:30] 477.88/478.32\477.71/478.25 -0.03 cls1=478.25000,Mark1Start=730,mark1end=1601, market=1, susp=0 [88: Tue 22-01-04 20:45] 478.26/478.48\477.91/478.38 -0.03 cls1=478.38000,Mark1Start=730,mark1end=1601, market=1, susp=0 [89: Tue 22-01-04 21:00c] 478.38/478.96\477.44/477.51 -0.03 cls1=477.51001,Mark1Start=730,mark1end=1601, market=0, susp=8
[90: Tue 22-01-04 21:15c] 477.51/477.65\477.25/477.34 -0.03 cls1=477.34000,Mark1Start=730,mark1end=1601, market=0, susp=8 [91: Tue 22-01-04 21:30c] 477.35/477.58\477.25/477.41 -0.03 cls1=477.41000,Mark1Start=730,mark1end=1601, market=0, susp=8 [92: Tue 22-01-04 21:45c] 477.42/477.48\477.28/477.48 -0.03 cls1=477.48001,Mark1Start=730,mark1end=1601, market=0, susp=8 [93: Tue 22-01-04 22:00c] 477.48/477.48\477.35/477.42 -0.03 cls1=477.42001,Mark1Start=730,mark1end=1601, market=0, susp=8
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Re: Precise AssetMarketStart/End
[Re: Zheka]
#485771
04/20/22 16:28
04/20/22 16:28
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Joined: Jul 2017
Posts: 785
Zheka
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I just tested the new version and found several problems, but let's take it one by one. function run() {
set(LOGFILE);
NumYears=1;
Verbose=3;
BarPeriod=15;
BarZone=ET;
StartWeek=71800;
EndWeek=51701;
BarMode = BR_WEEKEND+BR_NOSHIFT+BR_LOCAL+BR_LEISURE;
MaxLong=-1;
#ifndef first
asset("EUR/USD");
AssetMarketZone=ET;
AssetMarketStart = 1800;
AssetMarketEnd = 1701;
vars prcI= series(priceC(0));
vars opnI= series(priceO(0));
printf("# opn1=%.5f,cls1=%.5f,Mark1Start=%i,mark1end=%i, market=%i,susp=%i,noshift=%i",opnI[0],prcI[0],AssetMarketStart,AssetMarketEnd,market(ET,0),suspended(), is(NOSHIFT));
#endif
#ifdef second
asset("SPY");
AssetMarketZone=ET;
AssetMarketStart = 0730;
AssetMarketEnd = 1601;
vars prc= series(priceC(0));
vars opn= series(priceO(0));
printf("# opn2=%.2f,cls2=%.2f, mark2start=%i,mark2end=%i, market=%i,susp=%i,noshift=%i",opn[0],prc[0],AssetMarketStart,AssetMarketEnd,market(ET,0),suspended(), is(NOSHIFT));
#endif
/*
LifeTime=8;
//if (ltod(ET,0)>AssetMarketEnd-1)
if (prc[0]>prc[1]) enterLong();
*/
} doesn't work: [92: Mon 22-01-03 22:00] 1.12981/1.12993\1.12969/1.12974 -0.00004 opn1=1.12981,cls1=1.12974,Mark1Start=1800,mark1end=1701, market=1,susp=0,noshift=0
[93: Mon 22-01-03 22:30c] 1.12975/1.12977\1.12943/1.12943 -0.00004 opn1=1.12975,cls1=1.12943,Mark1Start=1800,mark1end=1701, market=0,susp=8,noshift=0
[94: Mon 22-01-03 22:45c] 1.12943/1.12962\1.12943/1.12954 -0.00004 opn1=1.12943,cls1=1.12954,Mark1Start=1800,mark1end=1701, market=0,susp=8,noshift=0
[95: Mon 22-01-03 23:00c] 1.12954/1.12965\1.12951/1.12955 -0.00004 opn1=1.12954,cls1=1.12955,Mark1Start=1800,mark1end=1701, market=0,susp=8,noshift=0
[96: Mon 22-01-03 23:15] 1.12955/1.12978\1.12955/1.12977 -0.00004 opn1=1.12955,cls1=1.12977,Mark1Start=1800,mark1end=1701, market=1,susp=0,noshift=0
1830(start)-1701(end) - works; 1900-1801 - works, but any AssetMarketEnd>1801 - doesn't work. Other combinations like 1600(start)-1501(end) do not work either.
Last edited by Zheka; 04/20/22 16:39.
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Re: Precise AssetMarketStart/End
[Re: Zheka]
#485786
04/21/22 14:10
04/21/22 14:10
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Joined: Jul 2017
Posts: 785
Zheka
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One thing is fixed, but another appeared..
[99: Tue 22-01-04 00:00] 1.12994/1.13020\1.12982/1.13020 -0.00004 opn1=1.12994,cls1=1.13020,Mark1Start=2000,mark1end=1901, market=1,susp=0,noshift=0 [100: Tue 22-01-04 00:15c] 1.13020/1.13066\1.13014/1.13064 -0.00004 opn1=1.13020,cls1=1.13064,Mark1Start=2000,mark1end=1901, market=0,susp=8,noshift=0 <--noshift should be set here [101: Tue 22-01-04 00:30c] 1.13064/1.13069\1.13039/1.13041 -0.00004 opn1=1.13020,cls1=1.13064,Mark1Start=2000,mark1end=1901, market=0,susp=8,noshift=1 [102: Tue 22-01-04 00:45c] 1.13041/1.13055\1.13040/1.13048 -0.00004 opn1=1.13020,cls1=1.13064,Mark1Start=2000,mark1end=1901, market=0,susp=8,noshift=1 [103: Tue 22-01-04 01:00c] 1.13048/1.13064\1.13040/1.13057 -0.00004 opn1=1.13020,cls1=1.13064,Mark1Start=2000,mark1end=1901, market=0,susp=8,noshift=1 [104: Tue 22-01-04 01:15] 1.13057/1.13089\1.13055/1.13085 -0.00004 opn1=1.13057,cls1=1.13085,Mark1Start=2000,mark1end=1901, market=1,susp=0,noshift=0
Aren't fixes tested at all??
It now works with SPY, but NOSHIFT "ends" 1 bar earlier than market opens:
[53: Tue 22-01-04 12:00c] 479.56/479.63\479.41/479.41 -0.03 opn2=477.76,cls2=477.60, mark2start=730,mark2end=1601, market=0,susp=9,noshift=1 [54: Tue 22-01-04 12:15c] 479.40/479.45\479.27/479.27 -0.03 opn2=477.76,cls2=477.60, mark2start=730,mark2end=1601, market=0,susp=9,noshift=1 [55: Tue 22-01-04 12:30] 479.27/479.33\478.65/478.75 -0.03 opn2=479.27,cls2=478.75, mark2start=730,mark2end=1601, market=1,susp=1,noshift=0 <-- this bar is outside of market hours, yet price series get shifted [56: Tue 22-01-04 12:45] 478.72/479.05\478.72/478.95 -0.03 opn2=478.72,cls2=478.95, mark2start=730,mark2end=1601, market=1,susp=1,noshift=0
Last edited by Zheka; 04/21/22 14:22.
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