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    Time Filter

    I am using a 90 minute time frame and want to filter out any trades @1.30am & @3.00am & @10.30am (west coast time)
    Strategy is set to on bar close

    On back testing when looking at the Analysis/Half-Hour of Day Tab the above times are shown as the entry time.

    However to filter out those times I had to set

    time!=12.00am - eliminated 1.30am
    time!=1.30am - eliminated 3.00am
    time != 9am - eliminated 10.30 am

    Would this be the proper way to program this for real time?

    Would the statement below be correct?
    The analyzer returns the open time of the candle/bar as the entry time, the trade performance (log of actual trades) returns the actual time the trade was entered as the entry time.

    Thank you for any help


    #2
    Hello sdauteuil,

    Thanks for your post.

    In the strategy analyzer, I would expect the entries to be at the open of the bar after the condition was true if you are using market orders.

    The Trades display along with the Executions display will show the analyzer entry/exit price and time which should match what is shown on the strategy analyzer chart.

    The Trade Performance report on actual trades would show the actual entry and exit times/prices.

    If you want to not trade at certain times, I would suggest reviewing the example strategy here: https://ninjatrader.com/support/help...to_limit_t.htm



    Paul H.NinjaTrader Customer Service

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