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Time associated with a bar

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    Time associated with a bar

    Hi

    This might be drop-dead easy, but I've searched around in the manuals and cannot find the solution to it.

    I would like to back-test trading certain futures contracts, but want to limit trading to only a certain time of day.

    When back-testing the strategy on historical data, how can I tell what time of day it is when onbarupdate is called? I.e. is there a bar property that refers to its timestamp?

    Thank you
    Jan

    #2
    Originally posted by janseun View Post
    When back-testing the strategy on historical data, how can I tell what time of day it is when onbarupdate is called? I.e. is there a bar property that refers to its timestamp?
    Yes, there is a Time series.

    When OnBarUpdate() is called, Time[0] will contain the date & time of when the bar closed.

    Also check out this reference sample:
    http://ninjatrader.com/support/forum...ead.php?t=3226
    Last edited by bltdavid; 04-20-2017, 11:06 PM.

    Comment


      #3
      Hello Jan,

      Thanks for your post and welcome to the NinjaTrader forums!

      Member bltdavid has provided a good answer to your question. To supplement, here are specific references in the helpguide that are related:
      Time[n]: http://ninjatrader.com/support/helpG...eries_time.htm
      ToTime(): http://ninjatrader.com/support/helpG...us/?totime.htm

      Also, another example of working with datetime objects: http://ninjatrader.com/support/forum...ad.php?t=19292
      Paul H.NinjaTrader Customer Service

      Comment


        #4
        Awesome, that does it! Thank you for the help. Don't know how I missed those.

        Comment

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