Question on days of the week

[jvr23]

Hello,
I was wondering how to backtest my strategy only in certain days of the week. For example i would like to execute my orders only on mondays.

Thanks for advices.

[NinjaTrader_RyanM1]

Hello jvr23,

Welcome to the NinjaTrader forums! You can use C# DateTime features for this. An example entry condition that checks bar time stamp and only enters Monday:

if(Time[0].DayOfWeek == DayOfWeek.Monday)
{
//EnterHere
}

[koganam]

Hello,
I was wondering how to backtest my strategy only in certain days of the week. For example i would like to execute my orders only on mondays.

Thanks for advices.

protected override void OnBarUpdate()
{
if (Time[0].DayOfWeek != DayOfWeek.Monday) return;
// Rest of code to process trades goes here
}

[jvr23]

Thanks. Have to learn basics of C#. Unfortunately i know only python and c++ ...

[koganam]

Both Python and c++ are OO languages. The transition to C# should not be too hard for you then.

[jvr23]

question

I'm trying to backtest the ES from 1.1.2005 to 7.11.2011 with this strategy

        protected override void Initialize()
        {
            CalculateOnBarClose = true;
            ExitOnClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1
            if (Time[0].DayOfWeek == DayOfWeek.Monday)
            {
                if (Open[1] < Close[1])
                {
                    EnterLong();
                }
            }
        }

but there is no executions when i click on "Run backtest". Start date is 13.4.2006 and end date is 13.4.2006
Simply i would like to percently compute how many mondays,tuesdays etc. closed above theirs open.
Thanks for help

[koganam]

I'm trying to backtest the ES from 1.1.2005 to 7.11.2011 with this strategy

        protected override void Initialize()
        {
            CalculateOnBarClose = true;
            ExitOnClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1
            if (Time[0].DayOfWeek == DayOfWeek.Monday)
            {
                if (Open[1] < Close[1])
                {
                    EnterLong();
                }
            }
        }

but there is no executions when i click on "Run backtest". Start date is 13.4.2006 and end date is 13.4.2006
Simply i would like to percently compute how many mondays,tuesdays etc. closed above theirs open.
Thanks for help

Given that the "start date" and "end date" (emphasis mine) are the same, that is the result that I would expect.

[jvr23]

Given that the "start date" and "end date" (emphasis mine) are the same, that is the result that I would expect.

The time frame is set to 1.1.2005 to 7.11.2011. 13.4.2006-13.4.2006 is in summary after backtest.

[jvr23]

So i've restarted NT and timeframe problem is solved. But another strange thing is that there are only 2 executions. 1 BUY on 8.2.2005 and 1 SELL on 7.11.2011.

[NinjaTrader_RyanM1]

Great you are seeing some executions now. Next step is to debug the strategy.

Since your one trade lasts almost the entire duration of your test, then it's likely that your exits are too restrictive, or that you don't have any exits at all. If you wanted to add more potential entries, could do this simply by setting ExitOnClose = true, adding protective orders with SetStopLoss() and SetProfitTarget(), or changing EntriesPerDirection to a higher number.

[jvr23]

Great you are seeing some executions now. Next step is to debug the strategy.

Since your one trade lasts almost the entire duration of your test, then it's likely that your exits are too restrictive, or that you don't have any exits at all. If you wanted to add more potential entries, could do this simply by setting ExitOnClose = true, adding protective orders with SetStopLoss() and SetProfitTarget(), or changing EntriesPerDirection to a higher number.

Hello,
Thanks for reply. As you can see in my code i have "ExitOnClose = true". but even so i'm in one long position through whole timeframe....sorry for my english hope you understand.

[NinjaTrader_RyanM1]

What session template are you using? What interval are you running the strategy against?

[jvr23]

What session template are you using? What interval are you running the strategy against?

session template : <Use instrument settings>
time frame : 1.1.2005 to 7.11.2011
data series type: Day
instrument ES 12-11

[NinjaTrader_RyanM1]

I see. ExitOnClose wouldn't be seen on daily intervals. You will need to create some additional exits in your strategy.

[jvr23]

Is there any method "am i in long/short position in time[0]?"