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Using 2 different Time Series filters
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Using 2 different Time Series filters
I have a strategy built with Strategy Builder. I understand how to use the User Input filed to setup trading times so trades are only taken within a certain window. I'd like to be able to setup the strategy so it trades between 2am - 9am, stops trading between 9am - 10am, and then resumes from 10am - 3pm. How do I go about setting that up in the same Set without creating a 2nd set in Conditions and Actions? See attached image. My trading criteria requires me to use the "If All" function so I can't have two trading windows in one set. At least I can't figure out how to get that setup.
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Hello srtrader,
You can use groups. In the first group the first time range set, in the second group the second time set, and 'If Any' (of the following conditions are met) to join the groups with ORs. With each of the groups the 'If All' can be used to require all of the conditions in the group to be true.Chelsea B.NinjaTrader Customer Service
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This is how I initially set it up, with groups (see attached.) The issue I'm running into though is that in the same Set tab, I need to use the "If Any" function to choose either of the trading times, but I need the "If All" function to make sure all of my trade criteria is met. If it is setup with the If All function, no trades trigger, because the Time Series cannot equal both trading times at the same time. If the If Any function is used, there will be trades taken that only meet some of my trade criteria and not All which is not what my strategy requires.
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Yes this is exactly what I needed to do. I was totally overthinking it. I put all my trade criteria in a group using the If All function and then use the If Any function in the Set tab to choose which time period. This worked great! Thanks for the help!!!
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