NOW — clock accessors¶

NOW is a DSL-level reference to the strategy's clock. It returns time-of-day and calendar fields (hour, minute, weekday, month, day, date) plus the raw epoch-ms timestamp. Use it for session-window gating, time-of-day filters, seasonal/calendar gating, and relative deadlines on pending orders.

Shape¶

NOW.<field>
NOW                      -- bare form, equivalent to NOW.epoch_ms
NOW + <duration>         -- relative deadline (epoch_ms)

Fields¶

Field	Returns	Range
`NOW.hour_utc`	Integer 0–23	UTC hour
`NOW.minute_utc`	Integer 0–59	UTC minute
`NOW.weekday`	Integer 0–6	ISO weekday, Monday = 0
`NOW.month`	Integer 1–12	UTC calendar month, January = 1
`NOW.day`	Integer 1–31	UTC day of month
`NOW.days_in_month`	Integer 28–31	Number of days in the current UTC month
`NOW.date_utc`	Integer	Days since 1970-01-01 (epoch day)
`NOW.epoch_ms`	Long	Milliseconds since 1970-01-01T00:00:00Z

All values are derived from StrategyContext.clock. In backtest, this is the simulated clock, advancing as candles close. Live deployments read wall-clock UTC time.

Session-window gating¶

RULES
    -- London open and NY open windows on XAUUSD
    WHEN NOW.hour_utc IN [7, 8, 13, 14, 15, 16]
     AND POSITION.gold = 0
    THEN BUY gold SIZING 0.10

IN [...] is the existing membership operator. Combine with POSITION.<stream> = 0 to gate entries to specific session hours.

For sub-hour precision, add NOW.minute_utc:

WHEN NOW.hour_utc = 14
 AND NOW.minute_utc < 5
 AND POSITION.gold = 0
THEN BUY gold SIZING 0.1

(Strategy fires only on candles whose closing minute is 0, 1, 2, 3, or 4 of hour 14.)

For a minute-precise window — especially one that crosses an hour or midnight — use SESSION_WINDOW(startHour, startMinute, endHour, endMinute). It is true while the current UTC time-of-day is inside the window, inclusive of both ends, and repeats every day:

RULES
    -- Asian-open burst window, 00:30-01:30 UTC
    WHEN SESSION_WINDOW(0, 30, 1, 30)
     AND POSITION.gold = 0
    THEN BUY gold SIZING 0.10

A window may wrap midnight — when the start is later in the day than the end, it runs from the start to end-of-day and on into the next day up to the end:

    -- 23:00-01:00 UTC
    WHEN SESSION_WINDOW(23, 0, 1, 0) AND POSITION.gold = 0

Exit at the window close by negating it (SESSION_WINDOW is a boolean):

    -- hard time-bound exit: no carry past 01:30 UTC
    WHEN NOT SESSION_WINDOW(0, 30, 1, 30) AND POSITION.gold > 0
    THEN CLOSE gold

All four arguments must be integer literals; hour is 0-23 and minute 0-59, validated at compile time. It reads the same StrategyContext.clock as NOW, so it is deterministic and identical in backtest and live.

Weekday filters¶

WHEN NOW.weekday < 5      -- Monday through Friday only (Mon=0, Fri=4)
 AND POSITION.gold = 0
THEN BUY gold SIZING 0.1

Useful for FX strategies that should skip Saturday/Sunday gaps.

Calendar windows (seasonal gating)¶

CALENDAR_WINDOW(startMonth, startDay, endMonth, endDay) is true while the current UTC date falls inside an annual date range, inclusive of both ends. It repeats every year, so a seasonal strategy can gate entries and exits to a recurring window without hard-coding a year.

RULES
    -- Indian wedding/festival season into Diwali: Aug 15 - Oct 31
    WHEN CALENDAR_WINDOW(8, 15, 10, 31)
     AND POSITION.gold = 0
    THEN BUY gold SIZING 0.10

A window may wrap the year boundary. When the start is later in the calendar than the end, the window runs from the start through year-end and into the next year up to the end:

    -- Chinese New Year restocking: Dec 1 - Jan 31
    WHEN CALENDAR_WINDOW(12, 1, 1, 31)
     AND POSITION.gold = 0
    THEN BUY gold SIZING 0.10

Exit at the window close by negating it — CALENDAR_WINDOW is a boolean, so NOT works:

    WHEN NOT CALENDAR_WINDOW(8, 15, 10, 31)
     AND POSITION.gold > 0
    THEN CLOSE gold

All four arguments must be integer literals; month is 1–12 and day is 1–31, validated at compile time. The window reads the same StrategyContext.clock as NOW, so it is deterministic and identical in backtest and live.

For finer control, compose the raw fields instead: NOW.month = 12 AND NOW.day >= 20 selects the back half of December.

Month-end gating¶

LAST_TRADING_DAY_OF_MONTH() is true on the last trading day of the current UTC month — the last weekday (Monday–Friday). It isolates month-end flow (for example the fiduciary fix-rebalancing that concentrates on the final session of the month) without hard-coding dates, which shift between the 28th and 31st and slide off weekends.

RULES
    -- Month-end fix-rebalancing breakout: only on the final trading day.
    WHEN LAST_TRADING_DAY_OF_MONTH()
     AND SESSION_WINDOW(8, 0, 16, 0)
     AND gbp.close > session_range_high(gbp.candle, 7, 0, 11, 0)
    THEN BUY gbp SIZING 0.1

It takes no arguments. "Trading day" means a weekday: the predicate does not consult an exchange holiday calendar, so a public holiday landing on the last weekday is still treated as the last trading day. This is the faithful approximation for 24/5 FX, which trades every weekday. e.g. if a month ends on Saturday the 31st, the last trading day is Friday the 30th; if it ends on Sunday, it is the preceding Friday. Like the windows above it reads StrategyContext.clock, so it is deterministic and identical in backtest and live.

Relative deadlines on pending orders¶

NOW + <duration> evaluates to the epoch-ms timestamp <duration> from now. Pair it with TIF GTD UNTIL to auto-expire pending orders:

BUY gold SIZING 0.10
    ORDER_TYPE = STOP AT gold.close + 50
    TIF GTD UNTIL NOW + 10m

After 10 minutes, if the stop hasn't triggered, the broker auto-cancels the pending order.

Duration suffixes: s (seconds), m (minutes), h (hours), d (days).

Determinism¶

The clock injected into StrategyContext is the engine's clock. In backtest, this is the simulated time that advances with each candle. In paper / live, it's the system clock. Either way, the value of NOW.<field> is determined by the engine's clock — not by System.currentTimeMillis() — so backtests are reproducible.

Common gotchas¶

UTC only. NOW.hour_utc reads UTC. There's no NOW.hour_local or NOW.hour_<broker>. If your strategy reasons about a session in local time (e.g. "8am New York"), translate to UTC at strategy-author time (NY = UTC-4 or UTC-5 depending on DST).
NOW.weekday is ISO, not US convention. Monday = 0, Sunday = 6. (Java's DayOfWeek is 1-indexed; the DSL subtracts 1.)
Fields are integers, not strings. NOW.weekday = 0 works; NOW.weekday = "Mon" does not.
NOW + 10m is in milliseconds, not seconds. The duration literal is canonicalized to ms at parse time.
Backtest determinism only. When qkt run mode samples a different clock-now between rule-evaluation moments (e.g. a slow indicator-compute path), NOW.minute_utc is read at the instant of rule evaluation. Don't assume it's monotonic with respect to your candle close.

What this composes with¶

Actions — OCO_ENTRY and TIF GTD UNTIL pair with NOW + <duration>
Conditions — NOW.<field> is a primary expression usable in any WHEN clause