Lost Entry Signal

[cboat]

I have a strategy that enters x number of days before a set date. Yet, if the entry day falls on a Saturday or Sunday the trade does not execute. Is there any type of code I can use so that when this happens the strategy will fall on either the Friday before hand or the the following Monday?

[NinjaTrader_Tim]

Hi cboat,

Perhaps you can build a filter to see if check if the entry will occur on a certain day of the week, then resubmit accordingly using Time[0].DayOfWeek

More info at - http://www.ninjatrader-support.com/H...html?DayOfWeek

Creating a custom time filter example at - http://www.ninjatrader.com/support/f...ead.php?t=3226

[cboat]

I have the filter that uses an if statement such as this

if(Time[0].DayOfWeek == DayOfWeek.Saturday)
{

}

Yet i am unsure as to how i would have the order resubmit on that following monday.

[NinjaTrader_Tim]

Hi cboat,

A few options...

You can return out, something like...

if(Time[0].DayOfWeek == DayOfWeek.Saturday || Time[0].DayOfWeek == DayOfWeek.Sunday)
return;

or, you can set a bool flag, something like...

if (Time[0].DayOfWeek == DayOfWeek.Saturday)
weekendBool = true;

if (Time[0].DayOfWeek == DayOfWeek.Monday)
weekendBool = false;

if(entry conditions && weekendBool ==false)
do something;

[cboat]

The boolean seems to be the way I would like to go the only problem with it is when I do it that way the trade gets completely skipped. I would rather find a way that the trade would execute just at a later time.

[NinjaTrader_Tim]

Hi cboat,

The entry doesn't get executed when you try this? Can you clarify, and provide code snippet of your implementation?

[cboat]

The strategy is designed to enter "x" amount of days before a given date. Now if x amount of days happens to fall on a saturday or sunday the trade is skipped. I would like to find a way that if the entry signal falls onto one of these days that it would enter on that following monday.

today = Time[0];
entryDate1 = XXXX.AddDays(XXX);

if (entryDate1 == today)
{

}



The strategy works for everything except if the entryDate falls on a saturday or sunday

[NinjaTrader_Tim]

Hi cboat,

You can check with a conditon if you strategy condition lands on a Saturday, then add the entryDate1 the appropriate number of days to execute on Monday instead.

[cboat]

so would it be something like

if(entrydate = DayOfWeek.Saturday)
{
entrydate.AddDays
}

[NinjaTrader_Tim]

Hi cboat,

Yes, that should do it, have you tried this on your end?

[cboat]

Yes I have already tried this. It doesn't seem to be working. Would I have to create another DateTime variable maybe "entrydate1add"?

[NinjaTrader_Tim]

Hi cboat,

You can set the original variable to this, something like...

entrydate = entrydate.AddDays

[cboat]

OK this is what i have at the moment.

if( entryDate1 == DayOfWeek.Saturday)
{
entryDate1 = entryDate1.AddDays(2);
}

When I compile I get the error that "Operator '==' cannot be applied to operands of type 'System.DateTime' and 'System.DayOfWeek'

Is there something simple i am missing?

[NinjaTrader_Tim]

Hi cboat,

Try...

if (entryDate1.DayOfWeek == DayOfWeek.Saturday)

[cboat]

Excellent Thank you very much. My last question although it isn't that important at the moment is:

Is there anyway that when using the adddays function that it would not count saturday or sunday?

I am just worried that during backtesting I will be getting unreliable data.