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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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#1 |
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Member
Join Date: Aug 2011
Posts: 37
Thanks: 1
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Hi All,
if my session template is (Mo,Tu,We,Th,F) from 15:30 to 22:00 (GMT +1) Madrid. And in my strategy i have a time filter like this: if ((ToTime(Time[0]) >= 153000 && ToTime(Time[0]) < 220000) There is no need to use this filter in the code, isn't it?, i mean, do we really need time filters in the strategy code? or is it better to adjust properly the session template. Sorry about my english, Vince. |
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,377
Thanks: 252
Thanked 966 times in 949 posts
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No worries Vince - correct in your case the time filter would be the same as the session hours given by the template, hence the influence on the strategy OnBarUpdate() calls would be identical.
Bertrand
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Aug 2011
Posts: 37
Thanks: 1
Thanked 0 times in 0 posts
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Thanks Bertrand.
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