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PostPosted: Wed Sep 11, 2013 9:54 am 
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Joined: Sun Sep 01, 2013 9:31 pm
Posts: 22
Hello Support,

I am working on the conversion of a strategy from MultiCharts to OpenQuant. There are certain properties/functions that i have not been able to find in OpenQuant. Following are the functionalities that i need:

1. Session Count: The number of sessions for the trading week.
2. Session Start Day: A value indicating the day of the week that the specified session starts.
3. Session Start Time: A value indicating the time of the day that the specified session starts.
4. Session End Day: A value indicating the day of the week that the specified session ends.
5. Session End Time: A value indicating the time of the day that the specified session ends.

Is there any way to find these values in OpenQuant? If so, please advise how?

Thanks


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PostPosted: Wed Sep 11, 2013 11:10 am 
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Joined: Mon Aug 01, 2011 9:31 am
Posts: 62
Hi Wajeeha.

Unfortunately OpenQuant doesn't have session functionality.
You can set sessions in strategy and check when session starts and when session end using OnBar and OnTrade handlers.

Regards,
Evgeny.

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SmartQuant Development Team


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