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Session templates and time filters in code

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    Session templates and time filters in code

    Hi All,

    if my session template is (Mo,Tu,We,Th,F) from 15:30 to 22:00 (GMT +1) Madrid. And in my strategy i have a time filter like this:

    if ((ToTime(Time[0]) >= 153000 && ToTime(Time[0]) < 220000)

    There is no need to use this filter in the code, isn't it?, i mean, do we really need time filters in the strategy code? or is it better to adjust properly the session template.

    Sorry about my english,
    Vince.

    #2
    No worries Vince - correct in your case the time filter would be the same as the session hours given by the template, hence the influence on the strategy OnBarUpdate() calls would be identical.
    BertrandNinjaTrader Customer Service

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      #3
      Thanks Bertrand.

      Comment

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