SmartQuant Discussion

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

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