Replay Data Connection - isseus with bar date time comparsion

[MicroTrends]

I use the following to determine if we "cantrade" in bars_update - if not go flat - it appears to work fine in all test tick, back test, sim and live - but in a replay connection for the nasdaq 5 minute - it returns true instead of false... i think i need to set the default to false and on error set it to false then analys the log again....

Apart from that does this look a reasonable approach to only trading at a specified time?


int sessionStartHour=8
int sessionStartMinute=0
int sessionEndHour=16
int sessionEndMinute=0
int sessionMode=1
int Weekends=0

privatebool InValidSession()
{
//Print("InValidSession");
bool result = true;
try
{
if ((Weekends == 0) && (Time[0].DayOfWeek == DayOfWeek.Saturday || Time[0].DayOfWeek == DayOfWeek.Sunday))
{
result = false;
}
int TimeNow = ToTime(Time[0].Hour, Time[0].Minute, Time[0].Second);
if (result && sessionMode == 1)
{
timeStart = ToTime(sessionStartHour, sessionStartMinute, 0);
timeEnd = ToTime(sessionEndHour, sessionEndMinute, 0);
result = (TimeNow >= timeStart) && (TimeNow <= timeEnd);
}
}
catch (Exception ex)
{
Log(ex.ToString(), LogLevel.Error);
}
　
return result;
}

[NinjaTrader_Ray]

Someone will follow up on this post tomorrow.

[NinjaTrader_Bertrand]

MicroTrends, will attempt to reproduce on latest beta and get back to you - this is a reasonable approach if the bar granularity is fine enough meet all your 'trade time' conditions / comparisons.

[NinjaTrader_Bertrand]

MicroTrends, tested this and it would always be 'false' throughout the week, as you never set it to 'ok to trade' on weekdays -

if (Time[0].DayOfWeek == DayOfWeek.Saturday || Time[0].DayOfWeek == DayOfWeek.Sunday)
{
result = false;
}

else result = true;

Then you could proceed with checking for correct intraday trading times to be present.

[MicroTrends]

Hi

The weekends bit works fine - if weekends=0 then it only trades during the weekdays - that bit is fine -

The logic is:

on barsupdate.....
if (!InValidSession) {
canceltrades();
...
return;

}
....


The issue was that the datetime comparisaion did not work when 5 minute data was used but it did when using tick data on the replay connection. All other data connections were fine simulator, backtest.

E.G The session was meant to be between 9 and 18Pm but it went past 18PM

many thanks

[NinjaTrader_Bertrand]

Hi MicroTrends - thanks for the reply and clarification, sorry I did not follow, will retest thanks.