Schedule After

The Schedule After rule delays execution by a specified time period after its dependencies have been met. This creates a timed delay between an event occurring and the downstream action being taken, which is useful for implementing cool-down periods, confirmation delays, or time-based trade management logic.

How It Works

When all of the Schedule After rule's upstream dependencies are satisfied, it starts an internal timer based on the configured delay duration. Once the specified time has elapsed, the rule fires and outputs the current date-time. This creates a controlled delay between a condition being met and the resulting action being executed.

An important safety feature is built into this rule: if the upstream dependencies change or become unsatisfied before the timer expires, the scheduled execution is cancelled and the rule does not fire. This prevents stale or outdated signals from triggering actions after the market conditions that originally produced them have changed. The timer restarts fresh the next time all dependencies are met again.

Inputs

Input Type Required Description
Execute After Duration (hh:mm:ss) Yes The time delay before the rule fires after its dependencies are met. Specified in hours, minutes, and seconds format (e.g., 00:05:00 for a 5-minute delay).

Outputs

Output Type Description
Date Time Date Time The date and time at which the rule fired after the delay period elapsed.

Tips

Schedule After is excellent for implementing cool-down periods between trades. Place it between your entry signal and the actual order rule with a delay like 00:15:00 (15 minutes) to prevent rapid-fire entries during volatile conditions. Since the timer cancels if conditions change, you are protected from entering on stale signals. You can also use it for time-based exits, such as closing a position 4 hours after entry regardless of other conditions.

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