How to check 'Market is closed' befor opening a position?
Your code should verify the trade session times using SymbolInfoSessionTrade(), as trading will not be disabled, just temporarily closed:
Forum on trading, automated trading systems and testing trading strategies
Forex time and Backtest operations during Weekends
Fernando Carreiro, 2021.06.12 02:34
No, not every candle is tradable! Just as I wrote, there times on any symbol, not just Forex, that no trading is allowed. When you pull up the contract specifications for a symbol, you can see at which times the sessions close for trading.
You should use the MQL function SymbolInfoSessionTrade() to obtain data about these sessions and prevent your EA logic from trying to place orders or manage existing positions during those periods.
Also, the only reasons to close positions on a Friday night and open them again on a Monday morning, is if you wish to manage opening weekend gaps or reduce swap costs. If you are trying to reduce swap costs, then you would also need to close positions a few minutes before midnight and reopen them again a few minutes after midnight every day of the week. This is especially important on Wednesday night where triple-swaps are applied.
- www.mql5.com
Your code should verify the trade session times using SymbolInfoSessionTrade(), as trading will not be disabled, just temporarily closed:
Sometimes the candle doesn't close when they said it would with SymbolInfoSessionTrade() .
During my backtesting I had a friday candle close at 18:47 but SymbolInfoSessionTrade() said 23:58 was the end of the session.
I only use server time TimeCurrent() in my code to get Datetime informations.
- www.mql5.com
@Fernando Carreiro I saw in other topics that you already spoke about SymoblInfoSessionTrade()
I tried the other approach you mentionned far before too (enabling hours only during open trading session with 2 inputs). I still have [market closed] error during backtesting.
Sorry for that but I didn't find in the MQL5 forums an example of the use of SymbolInfoSessionTrade().
May someone write down here the code that could be implement in an EA in order to backtest correctly whatever the Symbol ?
Thanks.
Here is my function to solve the issue:
//+------------------------------------------------------------------+ //| SymbolInfoSessionTimes() | //+------------------------------------------------------------------+ bool SymbolInfoSessionTimes(const string symbol, long& session_begin, long& session_end, long& next_session, const bool quote_sessions = false, const long reference_time = NULL) { // Local cache static string c_symbol = NULL; static bool c_quotes = false; static long c_ref_time = NULL; static ulong c_timestamp = NULL; static long c_begin = NULL; static long c_end = NULL; static long c_next = NULL; // Cache update if( (c_symbol == symbol) && (c_quotes == quote_sessions) && (c_ref_time == reference_time) && (c_timestamp > GetTickCount64() - 1000) ) { session_begin = c_begin; session_end = c_end; next_session = c_next; return(true); } c_symbol = symbol; c_quotes = quote_sessions; c_timestamp = GetTickCount64(); // Pre init MqlDateTime mql_time = {}; const ulong time_current = (reference_time == NULL) ? TimeTradeServer(mql_time) : (ulong)reference_time; if( (reference_time > NULL) && (!TimeToStruct(time_current, mql_time)) ) { session_begin = 0xFFFFFFFFFFFFFFFF; session_end = 0xFFFFFFFFFFFFFFFF; next_session = 0xFFFFFFFFFFFFFFFF; return(false); } // Local init ulong start = NULL; ulong finish = NULL; ulong day_start = time_current - (time_current % 0x0000000000015180) - 0x0000000000015180; ulong session_index = NULL; session_begin = NULL; session_end = NULL; next_session = NULL; // Loop search for(ulong cnt = NULL; (cnt < 0x08) && !_StopFlag; cnt++) { // Current time offset day_start += 0x0000000000015180; session_index = NULL; // Switch type of evaluation switch((uint)cnt) { // Find current session if any case 0x00: if(quote_sessions) { while( ((day_start + finish) <= time_current) && (mqlplus::SymbolInfoSessionQuote(symbol, DayOfWeekToEnum(mql_time.day_of_week + cnt), (int)(session_index++), start, finish)) && !_StopFlag); } else { while( ((day_start + finish) <= time_current) && (mqlplus::SymbolInfoSessionTrade(symbol, DayOfWeekToEnum(mql_time.day_of_week + cnt), (int)(session_index++), start, finish)) && !_StopFlag); } // Check results if( ((day_start + start) <= time_current) && ((day_start + finish) > time_current)) { session_begin = (long)(day_start + start); session_end = (long)(day_start + finish); } // Search for beginning of session if(session_begin > NULL) { // Init loop int session_index1 = NULL; int max_count = NULL; ulong local_begin = NULL; ulong local_end = NULL; // Loop search for(int cnt1 = (day_start == session_begin); (cnt1 < 0x08) && !_StopFlag; cnt1++) { // Init search loop day_start -= 0x0000000000015180 * ((cnt1 > NULL) && (session_index1 == NULL)); session_index1 = NULL; //local_begin = NULL; local_end = NULL; // Loop backwards if(quote_sessions) { while( ((session_index1 < max_count) || (max_count == NULL)) && (mqlplus::SymbolInfoSessionQuote(symbol, DayOfWeekToEnum(mql_time.day_of_week - cnt1), (int)(session_index1++), start, finish)) && ((long)(day_start + finish) <= session_begin) && !_StopFlag) { local_begin = (day_start + start); local_end = (day_start + finish); } } else { while( ((session_index1 < max_count) || (max_count == NULL)) && (mqlplus::SymbolInfoSessionTrade(symbol, DayOfWeekToEnum(mql_time.day_of_week - cnt1), (int)(session_index1++), start, finish)) && ((long)(day_start + finish) <= session_begin) && !_StopFlag) { local_begin = (day_start + start); local_end = (day_start + finish); } } // Repeat search on same day if more than one session if(session_begin == local_end) { session_begin = (long)(local_begin); cnt1 -= 1 * (session_index1 > 0x01); max_count = session_index1; } cnt1 |= 0xFF * (session_begin > (long)local_end); } // Reset day_start variable day_start = time_current - (time_current % 0x0000000000015180); } // Check for multiple sessions if( ((long)(day_start + start) > session_end) && (finish > NULL)) { next_session = (long)(day_start + start); c_begin = session_begin; c_end = session_end; c_next = next_session; return(true); } // Find next session default: if(quote_sessions) { if(!mqlplus::SymbolInfoSessionQuote(symbol, DayOfWeekToEnum(mql_time.day_of_week + cnt), (int)(session_index++), start, finish)) { continue; } } else { if(!mqlplus::SymbolInfoSessionTrade(symbol, DayOfWeekToEnum(mql_time.day_of_week + cnt), (int)(session_index++), start, finish)) { continue; } } // Next found session next_session = (long)(day_start + start) * (session_end < (long)(day_start + start)); session_end = (long)((session_end * (next_session > NULL)) + ((day_start + finish) * (next_session == NULL))); } if(next_session > NULL) { c_begin = session_begin; c_end = session_end; c_next = next_session; return(true); } } // Clear to zero as 24/7 sessions session_begin = NULL; session_end = NULL; next_session = NULL; c_begin = session_begin; c_end = session_end; c_next = next_session; // Return return(false); } namespace mqlplus { //+------------------------------------------------------------------+ //| SymbolInfoSessionQuote() | //+------------------------------------------------------------------+ bool SymbolInfoSessionQuote(const string symbol, const ENUM_DAY_OF_WEEK day, const int session_index, datetime& start, datetime& finish) { start = NULL; finish = NULL; return(::SymbolInfoSessionQuote(symbol, day, session_index, start, finish)); } //+------------------------------------------------------------------+ //| SymbolInfoSessionTrade() | //+------------------------------------------------------------------+ bool SymbolInfoSessionTrade(const string symbol, const ENUM_DAY_OF_WEEK day, const int session_index, datetime& start, datetime& finish) { start = NULL; finish = NULL; return(::SymbolInfoSessionTrade(symbol, day, session_index, start, finish)); } }
EDIT:
Please see this post with bug-fixed version of this code:
- 2022.07.17
- www.mql5.com
And you need this:
//+------------------------------------------------------------------+ //| DayOfWeekToEnum() | //+------------------------------------------------------------------+ template <typename T> const ENUM_DAY_OF_WEEK DayOfWeekToEnum(const T day_of_week, const bool first_day_monday = false) { switch((((uchar)day_of_week) + ((uchar)(first_day_monday))) % 7) { case 0x01: return(MONDAY); case 0x02: return(TUESDAY); case 0x03: return(WEDNESDAY); case 0x04: return(THURSDAY); case 0x05: return(FRIDAY); case 0x06: return(SATURDAY); default: return(SUNDAY); } }
Welcome.
here some Instructions on how to use the function:
SymbolInfoSessionTimes( const string symbol, // Input: The symbol to which you want the session times long& session_begin, // Result, when the current running session has begun long& session_end, // Result, when the current running session will end long& next_session, // Result, when the next session will start const bool quote_sessions = false, // Input: Wether you want trading session or quote session times const long reference_time = NULL) // Input: The time now. Here you input the time to which you want to know the session details. // The function returns -1 in all result fields if an error has occured. // The result NULL in all result fields will indicate 24/7 session details. // All inputs are in long, and can be given as datetime, wich is the native MQL type for times.
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
Dear Coders!
I started a backtest. My expert advisor is trying to open a position immediately at time 00:00. I get 'Market is closed' (TRADE_RETCODE_MARKET_CLOSED, error code: 10018) message, because the trading is start only at time 00:01:
How can I check in advance if it is possible to open a position?
I tried unsuccessfully with this code:Please help me, how can I check the allowed trading periods.
Thank you in advance.
Zsolt