Open and exit at specific time

kian hong Tan

Hello community, I wanted to test opening and exiting a trade everyday at a specific hour of the day. Below is my code. There is no error msg but there is no trade being opened. Hope you can assist me on this. Many tks.

class daily_strategy(bt.Strategy):
    params = (('entrytime', 1), ('exittime', 12),('printlog', False))  
             #open trade at 1:00 UTC, exit at 12:00 UTC 

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        if self.params.printlog: 
            dt = dt or self.datas[0].datetime.datetime(0).strftime('%Y-%m-%d %H:%M:%S')
            print('%s, %s' % (dt, txt))   

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

        # BUY & SELL Signal Conditions

        self.buy_sig = self.datas[0].datetime.datetime(0).strftime('%H') == self.params.entrytime
        self.buy_exit = self.datas[0].datetime.datetime(0).strftime('%H') == self.params.exittime

    def next(self):
        self.log('Close, %.2f' % self.dataclose[0])

        if self.order:
            return

        if not self.position.size and self.buy_sig :

            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.buy()
               
        
        if self.position.size > 0 and self.buy_exit:

            self.log('EXIT BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.close()

rajanprabu

@kian-hong-tan

You can keep the date condition is next itself..

class daily_strategy(bt.Strategy):
    params = (('entrytime', 1), ('exittime', 12),('printlog', False))  
             #open trade at 1:00 UTC, exit at 12:00 UTC 

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        if self.params.printlog: 
            dt = dt or self.datas[0].datetime.datetime(0).strftime('%Y-%m-%d %H:%M:%S')
            print('%s, %s' % (dt, txt))   

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

    def next(self):
        self.log('Close, %.2f' % self.dataclose[0])

        if self.order:
            return

        if not self.position and self.datas[0].datetime.time() == datetime.time(self.params.entrytime , 0) :

            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.buy()
               
        
        if self.position > 0 and self.datas[0].datetime.time() == datetime.time(self.params.exittime , 0) :

            self.log('EXIT BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.close()

vladisld

Another alternative is to use timers: https://www.backtrader.com/docu/timers/timers/

kian hong Tan

@rajanprabu It works. Tks for your guidance!

kian hong Tan

@vladisld thank you. Will explore further.