Close strategy at particular time

[Aagogueta]

Hello guys!

Is posible to close a strategy at particular time (for example at 20 p.m) with "calcule on bar close=true"?.
If i use "if to time()[0]>200000", the position is closed when the bar close at time> 20 pm (not exactly 20 pm, the real close time is diferent every day) With the "calcule on bar close=true", how can i do it??.

And, for varius strategies?
Only with flatten?

Thanks!!!

[NinjaTrader_CalH]

Hello Aagogueta

Thank you for your post.

You would want to use ToTime(Time[0]) and compare against a 6 figure number as such -

int myInt = 200000;

if(ToTime(Time[0]) > myInt)
{
     if(Position.MarketPosition == MarketPosition.Long)
          ExitLong();
     else if(Position.MarketPosition == MarketPosition.Short)
          ExitShort();
}

http://www.ninjatrader.com/support/h...tml?totime.htm

Let me know if I can be of further assistance.

[Aagogueta]

Hello guys!

Is posible to close a strategy at particular time (for example at 20 p.m) with "calcule on bar close=true"?.
If i use "if to time()[0]>200000", the position is closed when the bar close at time> 20 pm (not exactly 20 pm, the real close time is diferent every day) With the "calcule on bar close=true", how can i do it??.

And, for varius strategies?
Only with flatten?

Thanks!!!

Thanks.
But:
- Working with tick data
- Calcule on bar close=true. This is necesary for my strategy.

Example:
Bar[1] close at 19:45
Bar[0] close at 20:26
The position is closed at 20:26.

I want to close my position exactly at 20:00.
How can i do it?.
Thanks again.

[koganam]

Thanks.
But:
- Working with tick data
- Calcule on bar close=true. This is necesary for my strategy.

Example:
Bar[1] close at 19:45
Bar[0] close at 20:26
The position is closed at 20:26.

I want to close my position exactly at 20:00.
How can i do it?.
Thanks again.

You will need to use an event that happens on every tick. You can create a timer, or you can use another handler like OnMarketData().

[Aagogueta]

You will need to use an event that happens on every tick. You can create a timer, or you can use another handler like OnMarketData().

Thanks koganam!

Could you give me one example?

[koganam]

Thanks koganam!

Could you give me one example?

protected override void OnMarketData(MarketDataEventArgs e)
{
    if (ToTime(e.Time) >= 140000){ExitLong(); ExitShort();}
}

[Aagogueta]

protected override void OnMarketData(MarketDataEventArgs e)
{
    if (ToTime(e.Time) >= 140000){ExitLong(); ExitShort();}
}

Thanks again!!!