User Preference for Time

[ScottieDog]

I know I can reference time as a condition in the strategy wizard (so only to trade from 9am to 12noon for instance), but can I make the time variable which is definable in the backtest parameters, rather than having to go and change in the main code every time I want to change time?

[NinjaTrader_CodyB]

Hello,
You can create an integer to create a variable to change the parameter for your time filter.
I have provided an example of how you can achieve this below:

#region Variables
private int beginTime = 93000;
private int endTime = 113000;
#endregion

protected override void OnBarUpdate()
{
	if ((ToTime(Time[0]) >= beginTime && ToTime(Time[0]) < endTime)
	{
		EnterLong();
	}
				
}	

#region Properties	
[Description("")]
[GridCategory("Parameters")]
public int BeginTime
{
      get { return beginTime; }
      set { myInput0 = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int EndTime
{
      get { return endTime; }
      set { myInput0 = Math.Max(1, value); }
}
#endregion

Please let me know if you have any questions on my example.

[ScottieDog]

Understood- Am I correct in thinking I can't do this from the strategy wizard? Id prefer not to unlock the code, as I am liking the training wheels.

Hello,
You can create an integer to create a variable to change the parameter for your time filter.
I have provided an example of how you can achieve this below:

#region Variables
private int beginTime = 93000;
private int endTime = 113000;
#endregion

protected override void OnBarUpdate()
{
	if ((ToTime(Time[0]) >= beginTime && ToTime(Time[0]) < endTime)
	{
		EnterLong();
	}
				
}	

#region Properties	
[Description("")]
[GridCategory("Parameters")]
public int BeginTime
{
      get { return beginTime; }
      set { myInput0 = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int EndTime
{
      get { return endTime; }
      set { myInput0 = Math.Max(1, value); }
}
#endregion

Please let me know if you have any questions on my example.

[NinjaTrader_CodyB]

Hello,
You would be able to do this within the strategy wizard. You will create user defined inputs for the integer time variables.

When adding the condition you will need to select the user defined input for the right hand side selection to compare against the time of the current bar.

I have attach screenshots of how you could set up the user defined inputs and then compare the time against the input.

If we can be of any other assistance please let us know.

[ScottieDog]

When I do this, I get an error message...

Screenshots attached.

Hello,
You would be able to do this within the strategy wizard. You will create user defined inputs for the integer time variables.

When adding the condition you will need to select the user defined input for the right hand side selection to compare against the time of the current bar.

I have attach screenshots of how you could set up the user defined inputs and then compare the time against the input.

If we can be of any other assistance please let us know.

[NinjaTrader_CodyB]

Hello,
Upon further review this does not appear to be available to be accomplished through the strategy wizard. You would need to unlock the strategy and use custom programming such as my previous example.

[ScottieDog]

OK. Thanks for confirming.

Hello,
Upon further review this does not appear to be available to be accomplished through the strategy wizard. You would need to unlock the strategy and use custom programming such as my previous example.

[ScottieDog]

I´m attempting this in unlocked code mode, as instructed - I used && as it is an additional condition. I have an error code coming up saying that && is invalid expression? (on line 53 which is the ToTime line)

How can I fix this?

// Condition set 1
            if (GetCurrentBid() > High[1]
                && Flip == false)
                && ToTime(Time[0]) >= startTime && ToTime(Time[0]) < endTime;
            {
                ExitShort("", "");
                EnterLong(DefaultQuantity, "");
            }

            // Condition set 2

[NinjaTrader_CodyB]

Hello,
You would not use the ToTime() method on Time[0]. ToTime() converts an integer value so that it returns a DateTime object. The Time[] series returns a datetime values already.
If you have set startTime and endTime as DateTime variables then you could do a direct comparison of Time[0] to these values, such as if(Time[0] > startTime)
If they are integers you would need to use the ToTime() method on these variables such as if(Time[0] > ToTime(startTime)

[ScottieDog]

I was just copying the code you gave as example in #2.

I´m not sure where I have gone wrong.

#region Variables
private int beginTime = 93000;
private int endTime = 113000;
#endregion

protected override void OnBarUpdate()
{
	if ((ToTime(Time[0]) >= beginTime && ToTime(Time[0]) < endTime)
	{
		EnterLong();
	}
				
}	

#region Properties	
[Description("")]
[GridCategory("Parameters")]
public int BeginTime
{
      get { return beginTime; }
      set { myInput0 = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int EndTime
{
      get { return endTime; }
      set { myInput0 = Math.Max(1, value); }
}
#endregion

[NinjaTrader_CodyB]

Hello,
My apologies upon further review you would use ToTime(Time[0]) to compare to an integer value. http://ninjatrader.com/support/helpG...nt7/totime.htm

Upon further review of the code it would apper that you have a parantheses after Flip == false which end the if Statement before the && expression.

[ScottieDog]

I see that ) error now, that makes sense. thanks.

[ScottieDog]

I made the change and it is compiling without error now, but the time filter is not working for some reason. Strategy is running but totally ignoring the time filter.

Im not sure what to do next? What would be the next step to troubleshoot this?

This time filter works

 if (GetCurrentAsk() < Low[1]
                && Once == false
                && Flip == true
                && ToTime(Time[0]) >= ToTime(9, 0, 0)
                && ToTime(Time[0]) <= ToTime(10, 0, 0)
            {
                ExitShort("", "");
                EnterLong(DefaultQuantity, "");
                DrawDot("My dot" + CurrentBar, false, 0, Low[0] + -10 * TickSize, Color.Green);
            }

When I update the code to try to use the strategy parameter setting for time, the filter stops working (but does now compile)

if (GetCurrentAsk() < Low[1]
                && Once == false
		&& Flip == true
                && ToTime(Time[0]) >= (startTime) && ToTime(Time[0]) < (endTime));
            {
                ExitShort("", "");
                EnterLong(DefaultQuantity, "");
                DrawDot("My dot" + CurrentBar, false, 0, Low[0] + -10 * TickSize, Color.Green);
            }

[NinjaTrader_CodyB]

Hello,
Do you have startTime and endTime defined as integers?
If so please provide how you are setting these variables.

[ScottieDog]

Yes, I have them set as follows::

Thanks for the support!

 #region Variables
       
        private int profitTarget = 200; // Default setting for ProfitTarget
        private int stopLoss = 200; // Default setting for StopLoss
        private bool flip = false; // Default setting for Flip
        private int startTime = 0900000; // Default setting for StartTime
        private int endTime = 1000000; // Default setting for EndTime
        private bool once = false; // Default setting for Once
       
        #endregion

 #region Properties
     
        [Description("Trading Start")]
        [GridCategory("Parameters")]
        public int StartTime
        {
            get { return startTime; }
            set { startTime = Math.Max(1, value); }
        }

        [Description("Trading End")]
        [GridCategory("Parameters")]
        public int EndTime
        {
            get { return endTime; }
            set { endTime = Math.Max(1, value); }
        }
        #endregion