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Using Strategy Builder to Filter Days by First Hours activity

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    Using Strategy Builder to Filter Days by First Hours activity

    Based on the activity of the first hour of the day, I would like to sort out which approach is used that day. Basically how do I code:

    If VOL < 350k in the time frame 09:30AM to 10:30AM, use plan A. if not, Plan B.

    #2
    Hello Raginpower,

    Measuring the volume between two specific times would mean adding it together. The only math available in the strategy builder is with offsets on series. Any further math would require unlocking the script and coding by hand.

    This may work with series.

    Try adding a custom series. Then in a time filter from 9:30 AM to 10:30 AM set the value of the series to the previous bars value with an offset adding the Volume of the current bar.

    Below is a link to a video of saving volume using offsets in the Strategy Builder.
    https://drive.google.com/file/d/1kk1...w?usp=drivesdk

    Also, below is a link to the Strategy Builder 301 training video on time filters.
    https://www.youtube.com/watch?v=VxU4...XkWe0Nf&t=2529

    From there you could set a bool in a condition after 9:30 that checks what was collected, and in each condition set that has the logic to place orders, require this bool to be true.
    Chelsea B.NinjaTrader Customer Service

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