How to detect last bar of day

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

الوصف

⋅ ٢ حزيران يونيو ٢٠٢٠ ٠٦:٤٣

Simple way how to detect last bar of day and close all positions

UPD: day end can be different for yours because stocks market use another timezone

التعليقات

yalla-yalla-habibi

⋅ ٣ أيار مايو ٢٠٢١ ٠٥:٢٠

I needed something a little different, but this snippet pointed me into the right direction, thanks!

What I was looking for was to detect the candle previous to the last.
last_bar = timenow - time_close < 1000 * 60 * 60 * 24

kaleboraciy

⋅ ٤ أيار مايو ٢٠٢١ ١٤:١٧

@yalla-yalla-habibi, good :)

endeavorzhao

⋅ ٦ نيسان أبريل ٢٠٢٣ ٠٨:٥٤

cool

HanDollarian

⋅ ٢١ أيار مايو ٢٠٢١ ٠٧:٣٩

cool stuff mate, thanks!

kaleboraciy

⋅ ٢ حزيران يونيو ٢٠٢٠ ٠٧:٠٦

UPD: if you use strategy.close so it closes on open of new day

del = time_close[1] - time_close[2]
last_bar = timestamp(year, month, dayofmonth + 1, 0, 0, 0) == time_close + del
strategy.close(id, when = last_bar)

this code closes on open last bar

المزيد