Strategy Time

[franki]

Hi!!
I have converted my strategy NT7 to NT8, I do not get enough depth of time.
The strategy triggers orders at a certain time, but in NT8 it does not use the seconds

NT7

#region Variables
// Wizard generated variables
private int		timeToEntry	= 123050;

protected override void OnBarUpdate()
if(ToTime(Time[0]) >= timeToEntry

NT8

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{

Hours       = 12;
Minutes    = 30;
Seconds   = 50;



protected override void OnBarUpdate()
		{
			if (BarsInProgress != 0)
				return;
			if(CurrentBar < 20) return;
			
            if ((Times[0][0].TimeOfDay >= new TimeSpan (Hours, Minutes, Seconds))

Edit: always works in AddDataSeries(BarsPeriodType.Second, 1);
(or Tick and CalculateOnBarClose = false; )


The information in https://ninjatrader.com/support/helpGuides/nt8/
it is not concrete with respect to the subject

the rest of the strategy works the same as in NT7

thank you very much NT team

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I wanted to check, what series are you running the strategy on as its primary? Is it a second based series?

Also, the sample provided is incomplete so I cannot see where you are using Prints to check your conditions/variables used. If you have not yet added Prints to check the objects you are using, I would suggest doing that as a next step. Prints can tell you if the conditions you use are happening as expected. You can also output the Time object if needed to see what the series timestamps are. We have a short guide to debugging here: https://ninjatrader.com/support/foru...49&postcount=2

I look forward to being of further assistance.

[franki]

Hello Jesse
Thanks for answering.
What do you mean by the main series? 6A 5-18 for example ?? if it refers to "data series" it is one minute in the chart, but it is assigned with "AddDataSeries (BarsPeriodType.Second, 1);" a second, sometimes I experiment with just one tick; The strategy is used in "on each Tick"
The strategy is used to launch orders at an exact time in the chosen instrument.
The rest of the code that I have not published is because it works correctly, since the strategy launches the orders executing the time table with depth of hours and minutes, but not seconds.
Before posting in the forum I searched and read dozens of messages, even using part of the scripts published by the ninjatrader team. But I have not found information to give seconds accuracy in the strategy of NT8, when the strategy works in NT7 if it works well and in depth of seconds

	public class VolandtimeV004 : Strategy
	{
		private Order  shortEntry          = null;
        private Order  longEntry           = null;
        private Order  targetLong          = null;
        private Order  targetShort         = null;
        private Order  stopLossShort       = null;
        private Order  stopLossLong        = null;
	private Order  stopOrder		   = null;	
	private string oco;
		
	protected override void OnStateChange()
	{
		if (State == State.SetDefaults)
		{
	Description									= @"Time && Volume.";
	Name										= "VolandtimeV004";
	Calculate									= Calculate.OnEachTick;
	EntriesPerDirection							= 1;
	EntryHandling								= EntryHandling.AllEntries;
	IsExitOnSessionCloseStrategy				= true;
	ExitOnSessionCloseSeconds					= 30;
	IsFillLimitOnTouch							= false;
	MaximumBarsLookBack							= MaximumBarsLookBack.TwoHundredFiftySix;
				OrderFillResolution							= OrderFillResolution.Standard;
				Slippage									= 2;
				StartBehavior								= StartBehavior.WaitUntilFlat;
				TimeInForce									= TimeInForce.Day;
				TraceOrders									= true;
				RealtimeErrorHandling						= RealtimeErrorHandling.StopCancelClose;
				StopTargetHandling							= StopTargetHandling.PerEntryExecution;
				BarsRequiredToTrade							= 20;
				IsUnmanaged 								= true;
				IsAdoptAccountPositionAware 				= true;
				// Disable this property for performance gains in Strategy Analyzer optimizations
				// See the Help Guide for additional information
				IsInstantiatedOnEachOptimizationIteration	= true;
				Bracket									= 5;
				Hours									= 12;
				Minutes									= 30;
				Seconds 									= 55;
				Profit									= 20;
				StopLoss									= 10;


				
	
			}
			else if (State == State.Configure)
			{
				 AddDataSeries(BarsPeriodType.Second, 1);
				
			}
			#region State.Realtime
			else if (State == State.Realtime)
			{
			    var aStrategyPosition = this.Position;
			    var aRealAccount = PositionAccount;
                // convert any old historical order object references
                // to the new live order submitted to the real-time account
			    if (shortEntry != null)
			        shortEntry = GetRealtimeOrder(shortEntry);
				if (longEntry != null)
			        longEntry = GetRealtimeOrder(longEntry);
				if (targetLong != null)
			        targetLong = GetRealtimeOrder(targetLong);
				if (targetShort != null)
			        targetShort = GetRealtimeOrder(targetShort);
				if (stopLossShort != null)
			        stopLossShort = GetRealtimeOrder(stopLossShort);
				if (stopLossLong != null)
			        stopLossLong = GetRealtimeOrder(stopLossLong);
				if (stopOrder != null)
					stopOrder = GetRealtimeOrder (stopOrder);
				
			}
			#endregion
		}

		protected override void OnBarUpdate()
		{
//			if (BarsInProgress != 0)
//				return;
			if(CurrentBar < 20) return;
			
            if ((Times[0][0].TimeOfDay >= new TimeSpan (Hours, Minutes, Seconds)) 
				&& longEntry == null && shortEntry == null
                && Position.MarketPosition == MarketPosition.Flat)
            {
              
              
				if (State == State.Historical)
					oco = DateTime.Now.ToString() + CurrentBar + "entry";
				else
					oco = GetAtmStrategyUniqueId() + "entry";

I again present the logical part of the strategy, except for the order management that is based on the script of NT_JIM UnmanagedTemplate_NT8 09-17. With my modifications to adjust some parameters that do not interfere with the temporal sequence.

*The information on MSDN is unclear and is diffuse with respect to the time code that I need

Thank you.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

In this situation, I would expect that you dont see any second granularity for what you are trying to use for the condition. You are referencing specifically the Primary series of 1 minute: Times[0][0].

If the primary has time stamps of 1 minute, there are no second timestamps in that series besides 00. Even using OnEachTick you are still referencing the primary 1-minute series so the timestamps will only report the current building bars timestamp. You would either access the last Close bar price using OnBarClose, or the current building bars price/time which is spaced to be incremental with the timeframe chosen.

To access seconds in time, you would need to use a series that has that granularity or use OnMarketData and the Time that comes through there for each tick. Alternatively accessing a secondary tick series such as Times[1][0] should produce different results as the second series has second granularity.

I look forward to being of further assistance.

[franki]

Hello NinjaTrader_Jesse
finally the successful configuration has been Chart 1 second

AddDataSeries (BarsPeriodType.Second, 2);

(Times [1] [0] .TimeOfDay> = new TimeSpan (Hour, Minute, Second)

In this situation, it makes me think that Data Series # in chart has more relevance than "AddDataSeries (BarsPeriodType ...." or (Times [1] [0] .TimeOfDay> = new TimeSpan .... into the script

In NT7 the relevance is of AddDataSeries in the script and with the simple command "" if (ToTime (Time [0])> = timeToEntry "" executes the logic of the script independently of the timeframe of the chart
I'm really grateful to you.
Thanks for your help.