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Holiday Schedules - Update/Merge Plan
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We are still tracking this one to see if more feedback or requests come in.
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Any progress on creating an IsHoliday() and IsPartialHoliday() function in NT8?
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Originally posted by ganamide View PostThanks Edge! Are you porting your Draw Bar tool to NT8? Will it be a free upgrade for people who bought your NT7 version? Looking forward to all the improvements we can make with NT8.
I've played a bit in VS with the conversion process, although haven't even started towards that one under NT yet.. There is still no viable or at least acceptable way imo of adding a dock/stack/wrap panel into NT yet.. Not real happy with wpf buttons and context menu's either, as they are adding several restraints to the way winforms did things.. I'll have to find some work around solutions for several things when it comes to that.. Although have a lot of new idea's and features that can now be added with the openness of NT's base.. So hopefully it's only to get better.. But only time will tell...
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Originally posted by -=Edge=- View Post+1 on that bool.. Would definitely make it a hole lot easier than how I'm currently doing it..
You can iterate thru the Holidays for a particular instrument like this..
Code:[COLOR=#0000ff]if[/COLOR]([COLOR=#080808]CurrentBar[/COLOR] == [COLOR=#ff8c00]0[/COLOR]) { [COLOR=#0000ff] foreach[/COLOR]([COLOR=#0000ff]var[/COLOR] [COLOR=#080808]dt[/COLOR] [COLOR=#0000ff]in[/COLOR] [COLOR=#080808]Instrument[/COLOR].[COLOR=#080808]MasterInstrument[/COLOR].[COLOR=#080808]TradingHours[/COLOR].[COLOR=#080808]Holidays[/COLOR]) { [COLOR=#080808] Print[/COLOR]( [COLOR=#080808]dt[/COLOR].[COLOR=#080808]Key[/COLOR].[COLOR=#080808]ToString[/COLOR]() + [COLOR=#b22222]" "[/COLOR] + [COLOR=#080808]dt[/COLOR].[COLOR=#080808]Value[/COLOR].[COLOR=#080808]ToString[/COLOR]() ); } }
Code:[COLOR=#0000ff]if[/COLOR]([COLOR=#080808][COLOR=#080808]Bars[/COLOR][COLOR=#000000].[/COLOR][COLOR=#080808]IsFirstBarOfSession[/COLOR][COLOR=#000000] && [/COLOR][COLOR=#080808]IsFirstTickOfBar[/COLOR][/COLOR]) { [COLOR=#0000ff][COLOR=#0000ff] var[/COLOR] [COLOR=#080808]mHoliday[/COLOR] = ([COLOR=#080808]Instrument[/COLOR].[COLOR=#080808]MasterInstrument[/COLOR].[COLOR=#080808]TradingHours[/COLOR].[COLOR=#080808]Holidays[/COLOR].[COLOR=#080808]Select[/COLOR]([COLOR=#080808]a[/COLOR] => [COLOR=#080808]a[/COLOR].[COLOR=#080808]Key[/COLOR]).[COLOR=#080808]Union[/COLOR]([COLOR=#080808]Instrument[/COLOR].[COLOR=#080808]MasterInstrument[/COLOR].[COLOR=#080808]TradingHours[/COLOR].[COLOR=#080808]PartialHolidays[/COLOR].[COLOR=#080808]Select[/COLOR]([COLOR=#080808]a[/COLOR] => [COLOR=#080808]a[/COLOR].[COLOR=#080808]Key[/COLOR])).[COLOR=#080808]OrderBy[/COLOR]([COLOR=#080808]a[/COLOR] => [COLOR=#080808]a[/COLOR].[COLOR=#080808]Date[/COLOR])); [COLOR=#0000ff] bool[/COLOR] [COLOR=#080808]IsHoliday[/COLOR] = [COLOR=#080808]mHoliday[/COLOR].[COLOR=#080808]Contains[/COLOR]([COLOR=#080808]Time[/COLOR][[COLOR=#ff8c00]0[/COLOR]].[COLOR=#080808]AddDays[/COLOR]([COLOR=#ff8c00]1[/COLOR]).[COLOR=#080808]Date[/COLOR]) ? [COLOR=#0000ff]true[/COLOR] : [COLOR=#0000ff]false[/COLOR]; [COLOR=#0000ff] if[/COLOR]([COLOR=#080808]IsHoliday[/COLOR]) [COLOR=#080808]Print[/COLOR]([COLOR=#080808]Time[/COLOR][[COLOR=#ff8c00]0[/COLOR]].[COLOR=#080808]AddDays[/COLOR]([COLOR=#ff8c00]1[/COLOR]).[COLOR=#080808]Date[/COLOR].[COLOR=#080808]ToString[/COLOR]() + [COLOR=#b22222]" Confirmed Holiday"[/COLOR]); [COLOR=#0000ff] else[/COLOR] [COLOR=#080808]Print[/COLOR]([COLOR=#080808]Time[/COLOR][[COLOR=#ff8c00]0[/COLOR]].[COLOR=#080808]AddDays[/COLOR]([COLOR=#ff8c00]1[/COLOR]).[COLOR=#080808]Date[/COLOR].[COLOR=#080808]ToString[/COLOR]() + [COLOR=#b22222]" Is Not Holiday"[/COLOR]); [/COLOR]}
Are you porting your Draw Bar tool to NT8? Will it be a free upgrade for people who bought your NT7 version? Looking forward to all the improvements we can make with NT8.
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Originally posted by NinjaTrader_Dave View PostThank you ganamide for that helpful suggestion. It definitely makes sense to have a boolean that can be quickly checked. I will pass that along to our team for consideration.
You can iterate thru the Holidays for a particular instrument like this..
Code:[COLOR=#0000ff]if[/COLOR]([COLOR=#080808]CurrentBar[/COLOR] == [COLOR=#ff8c00]0[/COLOR]) { [COLOR=#0000ff] foreach[/COLOR]([COLOR=#0000ff]var[/COLOR] [COLOR=#080808]dt[/COLOR] [COLOR=#0000ff]in[/COLOR] [COLOR=#080808]Instrument[/COLOR].[COLOR=#080808]MasterInstrument[/COLOR].[COLOR=#080808]TradingHours[/COLOR].[COLOR=#080808]Holidays[/COLOR]) { [COLOR=#080808] Print[/COLOR]( [COLOR=#080808]dt[/COLOR].[COLOR=#080808]Key[/COLOR].[COLOR=#080808]ToString[/COLOR]() + [COLOR=#b22222]" "[/COLOR] + [COLOR=#080808]dt[/COLOR].[COLOR=#080808]Value[/COLOR].[COLOR=#080808]ToString[/COLOR]() ); } }
Code:[COLOR=#0000ff]if[/COLOR]([COLOR=#080808][COLOR=#080808]Bars[/COLOR][COLOR=#000000].[/COLOR][COLOR=#080808]IsFirstBarOfSession[/COLOR][COLOR=#000000] && [/COLOR][COLOR=#080808]IsFirstTickOfBar[/COLOR][/COLOR]) { [COLOR=#0000ff][COLOR=#0000ff] var[/COLOR] [COLOR=#080808]mHoliday[/COLOR] = ([COLOR=#080808]Instrument[/COLOR].[COLOR=#080808]MasterInstrument[/COLOR].[COLOR=#080808]TradingHours[/COLOR].[COLOR=#080808]Holidays[/COLOR].[COLOR=#080808]Select[/COLOR]([COLOR=#080808]a[/COLOR] => [COLOR=#080808]a[/COLOR].[COLOR=#080808]Key[/COLOR]).[COLOR=#080808]Union[/COLOR]([COLOR=#080808]Instrument[/COLOR].[COLOR=#080808]MasterInstrument[/COLOR].[COLOR=#080808]TradingHours[/COLOR].[COLOR=#080808]PartialHolidays[/COLOR].[COLOR=#080808]Select[/COLOR]([COLOR=#080808]a[/COLOR] => [COLOR=#080808]a[/COLOR].[COLOR=#080808]Key[/COLOR])).[COLOR=#080808]OrderBy[/COLOR]([COLOR=#080808]a[/COLOR] => [COLOR=#080808]a[/COLOR].[COLOR=#080808]Date[/COLOR])); [COLOR=#0000ff] bool[/COLOR] [COLOR=#080808]IsHoliday[/COLOR] = [COLOR=#080808]mHoliday[/COLOR].[COLOR=#080808]Contains[/COLOR]([COLOR=#080808]Time[/COLOR][[COLOR=#ff8c00]0[/COLOR]].[COLOR=#080808]AddDays[/COLOR]([COLOR=#ff8c00]1[/COLOR]).[COLOR=#080808]Date[/COLOR]) ? [COLOR=#0000ff]true[/COLOR] : [COLOR=#0000ff]false[/COLOR]; [COLOR=#0000ff] if[/COLOR]([COLOR=#080808]IsHoliday[/COLOR]) [COLOR=#080808]Print[/COLOR]([COLOR=#080808]Time[/COLOR][[COLOR=#ff8c00]0[/COLOR]].[COLOR=#080808]AddDays[/COLOR]([COLOR=#ff8c00]1[/COLOR]).[COLOR=#080808]Date[/COLOR].[COLOR=#080808]ToString[/COLOR]() + [COLOR=#b22222]" Confirmed Holiday"[/COLOR]); [COLOR=#0000ff] else[/COLOR] [COLOR=#080808]Print[/COLOR]([COLOR=#080808]Time[/COLOR][[COLOR=#ff8c00]0[/COLOR]].[COLOR=#080808]AddDays[/COLOR]([COLOR=#ff8c00]1[/COLOR]).[COLOR=#080808]Date[/COLOR].[COLOR=#080808]ToString[/COLOR]() + [COLOR=#b22222]" Is Not Holiday"[/COLOR]); [/COLOR]}
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Thank you ganamide for that helpful suggestion. It definitely makes sense to have a boolean that can be quickly checked. I will pass that along to our team for consideration.
In terms of sample code for using SessionIterator, we do not have anything prepared quite yet, other than the snippet on the page that you linked, but we may flesh this out further in the future.
Just a quick tip -- did you know that you can edit previous posts on the forum? When you are logged in, you will see an Edit button at the bottom-right corner of your post that will allow you to make additions or changes.
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It would be really great if you guys could provide functions that take a DateTime parameter and return bool for IsHoliday and IsPartialHoliday. I've poked around with my debugger and your Holidays and PartialHolidays structures are not easy to use.
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Originally posted by ganamide View PostI want to exclude any trading day that is any type of holiday from my strategy. Do you have any sample code for how to do this? I noticed several fields with useful names under PartialHoliday.Constraint, but these don't seem to be documented and I am not sure how to interpret time fields that are coded as ints.
Thanks,
Chris
Still would be nice to have sample code if you guys have it laying around.
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I want to exclude any trading day that is any type of holiday from my strategy. Do you have any sample code for how to do this? I noticed several fields with useful names under PartialHoliday.Constraint, but these don't seem to be documented and I am not sure how to interpret time fields that are coded as ints.
Thanks,
Chris
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Note: Trade Holidays are automatically updated from the NinjaTrader data server, to report an issue with a trade holiday or a missing holiday please contact platformsupport[AT]ninjatrader[DOT]com.
Well I just found something in the docs that says NT will maintain, and users are to notify you of missing data. So when can I see an update?Last edited by NinjaTrader_James; 06-10-2015, 01:15 PM.
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Holiday Schedules - Update/Merge Plan
I am excited to see that you have added Holidays to the platform that can be accessed via NinjaScript, however, the existing data does not seem to be current. For CME US Index Futures only last year's holidays are listed.
What is the plan for maintaining these holidays? Will NT automatically update them for their users, or do we have to manually enter the data? If NT will provide updates, how will conflicts with manually entered data be handled?Tags: None
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