Testing multiple strategies

[zphinx]

HI guys,

I'm testing a series of strategies in different timeframes on live data across the Hang Seng futures market.

Is there a way of saving the bunch of strategies for each trading session and re-loading them again to run the next day?

Also the Hang Seng has a 2 hour lunch break - is there a way to close out for lunch and re-start again?


Does the "flatten everything" handle this function?

Thanks
Leonie

[NinjaTrader_JoshP]

Hi Leonie,

Unfortunately there is no "save strategy" feature. Thank you for your suggestion. It is on the list of future considerations.

You will need to program this close out and restart logic directly into your strategy. Please see this reference sample on time filters: http://www.ninjatrader-support.com/v...ead.php?t=3226

[GATT1]

But the indicators would be totally ruined after the lunch break!!

[ctrlbrk]

For the lunch break problem you may consider adding a couple lines of code to your strategy to test the current time, then take appropriate action, ie:

If the local PC time is NOT between 9:30am and 2:16pm, return.

if ((ToTime(Time[0]) <= 93000 || ToTime(Time[0]) >= 141600)) return;

If the local PC time is between 11:55am and 12:10pm, return.

if ((ToTime(Time[0]) >= 115500 && ToTime(Time[0]) <= 121000)) return;

You may also find this useful to not trade on weekends:

if (Time[0].DayOfWeek == DayOfWeek.Saturday || Time[0].DayOfWeek == DayOfWeek.Sunday) return;

Mike

[heech]

On time of day code where I'm checking for specific events (like open/lunch/close)... I found it easier to use code like:

TimeSpan noon = new TimeSpan(12, 0, 0);

..
if (Time[0].TimeOfDay < noon)
// It's not noon yet.
else
// It's after noon.

Simpler for my brain than dealing with seconds.