Time based entry and exit

[ssg10]

Hi,

I am coding a strategy to enter long when it is 9AM and exit at 11AM.
What is the right way to do this?
I tried this code below, but in strategy backtest, it did not generate trades on 5 min bar.
Thanks


if ((ToTime(Time[0]) > 90000)
&& (ToTime(Time[0]) < 110000)
&& Position.MarketPosition == MarketPosition.Flat)
{

EnterLong(DefaultQuantity, "Long");
}


if (ToTime(Time[0]) >= 110000
&& ToTime(Time[0]) <= 90000
&& Position.MarketPosition == MarketPosition.Long)
{
ExitLong("ExitLong", "Long");
}

[ssg10]

Ninjatrader support, any take on this? Thanks

[NinjaTrader_MattL]

ssg10,
Thank you for getting in touch with us regarding this, and I apologize about the delay..
Please check to see if your strategy is appearing yellow within the strategies tab. A Yellow highlighted "Strategy" cell indicates the strategy is waiting to be flat before submitting any live orders. The strategy has virtual historical orders that must be flat before it will place an order. A work around for this is to go to Tools -> Options -> Strategies -> NinjaScript and change the setting for "On starting a real-time strategy" to "immediately submit live working historical orders. I would like to note that it is important to understand that the position of the strategy in the strategies tab may not reflect the accounts actual position that is reported in the Accounts tab. Please see the following link on these settings. http://www.ninjatrader.com/support/h...tegies_tab.htm

Making this change and restarting the strategy will have you enter a long position immediately (time and position qualifications withstanding.)
The second issue deals with your exit times used on the second portion of the code. It is impossible for the time to be BOTH after 11:00 AM and before 9:00 AM. To correct this, change the "&&" to a "||" . (This will change from an AND to an OR condition.)
Please let us know if we can assist you further.

[ssg10]

Thanks.
The first suggestion helped.

If I need to add a calculation for the bars before the entry condition, the highest price minus the lowest price of time range 6AM to 8AM before the entry condition at 9AM --- How can I do that?

[NinjaTrader_MattL]

Hello,
Thank you for getting back to us.

I have enclosed a reference sample that you can use as a guide to accomplish your objectives.
http://ninjatrader.com/support/forum/showthread.php?t=8600

Please let us know if we can be of further assistance.