Timing

New in v3

Timing fields and functions enable time‑aware rules in your strategies. They help you select specific trading windows (e.g., first trading days of a month), measure days in a period, and anchor calculations to market events. You’ll use these with Entry, Adjustment, Exit).

Timing variables are decimals; for casting and tolerant comparisons, see v2 to v3 Migration → Timing variables are now decimals.

Practical example

Consider you would like to enter a position during the turn of the month and hold it one day before the OPEX cycle. This can be achieved by using the timing module as follows:

  "Entry": {
    ...      
    "Conditions": [
      "timing.trading_days_until(next_month, first) <= 1 -- Entry on the last day of the month"
    ],
    "VarDefines": {
      "minutes_after_open": "timing.minutes_after_open"
    }

  },
  "Exit": {
    "Conditions": [
      "timing.trading_days_until(monthly_opex) < 2 -- Exit one day before OPEX"
    ],
    "VarDefines": {
      "days_in_trade": "timing.days_in_trade -- capture exact days in trade"
    }
  },
  ...

The above example is demonstrated in the [FEAT-TimingModule] built-in template.

Prototypes

Variables

Name	Type	Description
timing.day_of_week	int	0=Sunday … 6=Saturday
timing.year	int	Current year in exchange time
timing.month	int	Current month (1–12) in exchange time
timing.day	int	Current day of month in exchange time
timing.minutes_after_open	int	Minutes since market open (5‑minute resolution)
timing.minutes_before_close	int	Minutes until market close (5‑minute resolution)
timing.days_in_trade	decimal	Decimal days since position entry time

Functions

Signature	Description
timing.trading_days_until(anchor, [boundary]) -> decimal	Trading days from now until anchor (optional boundary)
timing.trading_days_after(anchor, [boundary]) -> decimal	Trading days after anchor up to boundary (optional)
timing.calendar_days_until(anchor, [boundary]) -> decimal	Calendar days from now until anchor (optional boundary)
timing.calendar_days_after(anchor, [boundary]) -> decimal	Calendar days after anchor up to boundary (optional)
timing.trading_days_in(anchorA, [anchorB], [a_boundary], [b_boundary]) -> decimal	Trading‑day count within a window
timing.calendar_days_in(anchorA, [anchorB], [a_boundary], [b_boundary]) -> decimal	Calendar‑day count within a window

Anchors & Boundaries

Name	Description
this_week	Current trading week anchor
next_week	Next trading week anchor
last_week	Previous trading week anchor
this_month	Current calendar month anchor
next_month	Next calendar month anchor
last_month	Previous calendar month anchor
this_quarter	Current calendar quarter anchor
next_quarter	Next calendar quarter anchor
last_quarter	Previous calendar quarter anchor
this_year	Current calendar year anchor
next_year	Next calendar year anchor
last_year	Previous calendar year anchor
monthly_opex	Monthly options expiration (3rd Friday for standard index/equity options)
vix_settlement	VIX settlement event anchor
triple_witching	Triple witching event anchor
quad_witching	Quadruple witching event anchor
first	Start boundary of the selected period/window
last	End boundary of the selected period/window

Usage Notes

• Anchors can be used standalone (e.g., timing.trading_days_until(this_month)), or paired with boundaries to constrain windows.
• Combine timing variables/functions with Entry/Adjustment/Exit schedules to refine when conditions are checked.