ToTime(Time[0])>= ?? && ToTime(Time[0])<=150000
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Futures time filter
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Futures time filter
How do I properly set a time filter for futures instruments from the time it opens through the following day? For instance, to set the filter from the open at 5pm until the following day 3 pm?
Code:Tags: None
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Include a Check for ToDay?
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Hello 2Look3me,
Thank you for your note.
To set up a time filter which covers the open during the night session through 3PM the next day you could use the following statement which says, if time is greater than 5PM or less than 3PM.
if (ToTime(Time[0]) > 170000 || ToTime(Time[0]) < 150000)
If you wanted to use a filter to limit it just todays night session open through tomorrows close at 3PM, you could do as Sledge suggests (thank you Sledge) and at ToDay.
For example,
if(ToDay(Time[0]) == 20161102 && ToTime(Time[0])>170000 ||(ToDay(Time[0])== 20161103 && ToTime(Time[0])<150000))
See Using a time filter to limit trading hours section of our helpguide:
Please let us know if you need further assistance.Alan P.NinjaTrader Customer Service
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