Hi riffster,

I think I worked out the answer myself. Your server time is GMT, if you are with CrownFX. That being the case then the following is true:

My broker server is GMT +1, thus I should adjust your values to +1 accordingly.

JPY (Tokyo) opens at 00:00 GMT time

Your breakout high and low is determined by the setting periodA_begin and periodA_end. Thus with your settings you have a 5hr 45 min window to determine breakout values, with 5 mins of that time after Tokyo opens. If the 2 values cross over to a new day, you put a 1 for the bool value in nextday_A.

Your trading window is determined by the value periodB_end. Thus giving you 17hrs to place trades. You place a 1 for the bool value in nextday_B because the values in period_A cross over to a new day.

You allow the market to 'cool off' for the remainder.

Am I correct?