Enter open ot day within intraday strategy

[N-Trader]

Hi,

1. I tried to enter at market on open of the day within a intraday strategy. Unfortunately with no success. Has anybody an idea?

2. Next question ist to determine that only one entry per day is allowed.

3. Is it possible to exit some seconds before the end of the session within a End of day strategy? With ExitOnClose it was not working.

Thanks

[NinjaTrader_JoshP]

1. Please use filters of if (Bars.FirstBarOfSession && FirstTickOfBar) to place your order.

2. You would keep track of this yourself.

if (Bars.FirstBarOfSession && FirstTickOfBar)
     hasTraded = false;

if (hasTraded == false)
{
     EnterLong();
     hasTraded = true;
}

3. Please use ExitOnClose. You need to set a reasonable amount of seconds before the market close for it to actually have time to submit and get filled by the exchange.

[N-Trader]

Thanks for your quick answer, Josh. It tried it and it works at the second bar of the new day. Not bad but what about the open of the day? Is this also possible with intraday bars or do I have to change to daily bars?

[NinjaTrader_JoshP]

You have to run in real-time with CalculateOnBarClose = false to get it to trade intrabar.

[N-Trader]

Thanks. I will do so. But by the way:

After deconnecting or closing down Ninjatrader the implemented strategies disapear allways. I saved the workspace but after every close down of NT I have to implement all the startegies again. How can I change it?

[NinjaTrader_JoshP]

Closing NT will remove the strategy. NT7 will provide strategy persistence features.