Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Timed Entry

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Timed Entry

    I'm trying to develop a strategy that opens trades within certain times, like for instance between 9:30 and 10:00. I tried the ToTime(Time[0]) function, but that only seems to work in real time, with historical data filtered off. Entries are triggered by price action, independent of bar structure and chart time frames. What do I have to do to make it work on backtesting with the Strategy Analyzer?

    #2
    Hello Loki45,

    Thanks for opening the thread.

    ToTime() will translate the input DateTime object to a format that can be used for easy creation of time filtered conditions. If Time[0] is supplied, it will use the time value associated with that bar. This works for realtime and historical purposes.

    I have attached a simple strategy created with the Strategy Builder that demonstrates how a time filter can be created. You may test this strategy in the Strategy Analyzer and observe the entry times in the Trades display.

    You may also unlock the code to view the syntax used.

    If you have any additional questions, please don't hesitate to ask.
    Attached Files
    JimNinjaTrader Customer Service

    Comment


      #3
      Thanks Jim. While I wasn't able to use your code as intended because I'm still on NT7, I got the point of your solution and made my code work. Appreciate your help!

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by daven, Today, 09:49 AM
      2 responses
      7 views
      0 likes
      Last Post daven
      by daven
       
      Started by omermirza, 01-15-2021, 01:15 PM
      13 responses
      116 views
      0 likes
      Last Post NinjaTrader_Jim  
      Started by Island_Boy_Trading, Today, 07:39 AM
      2 responses
      15 views
      0 likes
      Last Post Island_Boy_Trading  
      Started by cmarkb, Today, 07:19 AM
      1 response
      11 views
      0 likes
      Last Post NinjaTrader_Jesse  
      Started by wjadevries, Today, 03:29 AM
      1 response
      16 views
      0 likes
      Last Post NinjaTrader_Jim  
      Working...
      X