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Time Series not working..??

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    Time Series not working..??

    Hello,

    I created a Strategy in the Builder to coincide with the opening bell.. 6:30AM - 08:00AM PST. I used a time series (see images)... I ran this strategy in the Strategy Analyzer using the time series at those times...06:30am to 08:00AM... It seems as though the time series isn't working..
    The chart within the Strategy Builder shows trades around the clock.. As does when I run the strategy in a chart.
    The trades are not restricted from 06:30AM to 08:00AM... It's as if the time series isn't working... I believe I have the time series configured properly.. Or do I..?

    Also.. If it does end up working and I'm in a trade that starts before 08:00AM and the trade goes beyond that time will the trade end be closed out at 8:00AM regardless..??

    Thanks Michael

    Attached Files

    #2
    Hello Mykro,

    Thank you for the post.

    From the image it looks like you have a few other sets, just to confirm was it specifically the set you had shown which is happening out of the time band or one/all of the others? From the image it looks like you have the time setup right in the condition. I tried a quick test strategy with a time window and see that working on my end. Have you at this point tried a more simple test like that in another new script? I had tried a single set which entered long when flat and when inside the time window and had a profit target so multiple trades would be taken.

    Please feel free to attach an export of strategy, i would be happy to take a look with more of the context available.

    Also.. If it does end up working and I'm in a trade that starts before 08:00AM and the trade goes beyond that time will the trade end be closed out at 8:00AM regardless..??
    That depends on what you mean by trade, if you mean an active order such as a limit order that would be stopped assuming your logic has a time condition. Managed limit orders will cancel when not called on the next bar. If you mean position, no you would need to close that if you are still in a position past 8am.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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