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How would I do this?

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    How would I do this?

    My strategy uses daily data to generate trading signals. However, generally after the signal the stock gaps up the following day. What I want to do is have the system generate the signal 10 minutes prior to the market closing and enter on the same day. Since its working off of daily bars, I do not have a chance to enter.. How would I do this? Basically need NT to think that the day has ended so that it generates a new daily bar, but then let me enter right after that on the same day...

    I thought maybe something with session templates, but that appears to affect all bars in the strategy. IE maybe if there was a way to run 5 minute bars for the strategy, but add daily bars to the strategy that were using a session that caused it to end 10 before session, then can use the 5 min bars to enter..

    Am I over complicating this? Is there an easy way?

    #2
    frostengine, you can indeed solve this with a MultiSeries strategy in NinjaScript - http://www.ninjatrader-support.com/H...struments.html

    However all series use the session template of the primary series, but you can express your conditions for entry using the 5 min series and then submit for example 2 bars before the end of session to be 'in' and prepared for the next day.
    BertrandNinjaTrader Customer Service

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      #3
      I am not sure I follow... not sure what you mean by:

      " but you can express your conditions for entry using the 5 min series and then submit for example 2 bars before the end of session to be 'in' and prepared for the next day."

      2 bars before the end of the session the "daily" bars will not yet have closed. Therefore the signal from the daily bars would not be generated and can't be accessed by the 5 min series. Am I missing something?

      Thanks

      Comment


        #4
        frostengine, correct - you can't work with the daily bars timing on this one to submit the signal as you need - you need to express your logic with the 5 min series and then submit before the last bar of the 5 min series for the session.
        BertrandNinjaTrader Customer Service

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