Is it possible to have a different trading hours template for a strategy's trading and its bars?
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Running a Strategy on a Different Trading Hours to the bars
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Running a Strategy on a Different Trading Hours to the bars
I'd like a strategy to use CME US Index Futures RTH for trading (only operate during the Open Outcry session and close position at end of session) but for it to operate on Globex CME US Index Futures bars.
Is it possible to have a different trading hours template for a strategy's trading and its bars?Tags: None
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Hello kevinenergy,
Thank you for the question.
In this case, if you just want to restrict trading for a session, it would be generally be suggested to use a time filter and then use the larger session as the primary bars session. The smaller session you want to trade within that could then be controlled by logic and the times of the bars.
Alternatively, you can add secondary data that is from a specific trading hour template if you wanted using AddDataSeries. https://ninjatrader.com/support/help...ghtsub=adddata
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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